COMPUTING BAYES FACTORS USING A GENERALIZATION OF THE SAVAGE-DICKEY DENSITY RATIO
COMPUTING BAYES FACTORS USING A GENERALIZATION OF THE SAVAGE-DICKEY DENSITY RATIO
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DOI：
10.2307/2291073
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发表时间：
1995-06-01
影响因子：
3.7
通讯作者：
WASSERMAN, L
中科院分区：
文献类型：
--
作者：
VERDINELLI, I;WASSERMAN, L
我们提出了一个简单的方法来计算贝叶斯因子。该方法源于观察，一般来说，贝叶斯计量器可以写为称为Savage-Dickey密度比和校正因子的量的乘积：这两项很容易从后验模拟中估计。在某些情况下，可以在不评估可能性的情况下进行这些计算。
We present a simple method for computing Bayes factors. The method derives from observing that in general, a Bayes meter can be written as the product of a quantity called the Savage-Dickey density ratio and a correction factor: both terms are easily estimated from posterior simulation. In some cases it is possible to do these computations without ever evaluating the likelihood.