Application of referenced thermodynamic integration to Bayesian model selection.
Evaluating normalising constants is important across a range of topics in statistical learning, notably Bayesian model selection. However, in many realistic problems this involves the integration of analytically intractable, high-dimensional distributions, and therefore requires the use of stochasti...
Main Authors: | , , , , |
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Format: | Article |
Language: | English |
Published: |
Public Library of Science (PLoS)
2023-01-01
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Series: | PLoS ONE |
Online Access: | https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0289889&type=printable |