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...

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Bibliographic Details
Main Authors: Iwona Hawryluk, Swapnil Mishra, Seth Flaxman, Samir Bhatt, Thomas A Mellan
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2023-01-01
Series:PLoS ONE
Online Access:https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0289889&type=printable