Sequential MCMC for Bayesian model selection

In this paper, we address the problem of sequential Bayesian model selection. This problem does not usually admit any closed-form analytical solution. We propose here an original sequential simulation-based method to solve the associated Bayesian computational problems. This method combines sequenti...

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Detalles Bibliográficos
Autores principales: Andrieu, C, De Freitas, N, Doucet, A
Formato: Conference item
Publicado: 1999