An analytical study of several Markov chain Monte Carlo estimators of the marginal likelihood

Yu, Joan Z., Tanner, Martin A. . Journal of Computational and Graphical Statistics 1999. 8 :839-853

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Bibtex

@article{CIS-157070,
  Author = {Yu, Joan Z. and Tanner, Martin A.},
  Title = {An analytical study of several Markov chain Monte Carlo estimators of the marginal likelihood},
  Journal = {Journal of Computational and Graphical Statistics},
  Volume = {8},
  Year = {1999},
  Pages = {839--853},
  Keywords = {Mixture model, Bayes factor, Importance sampling, Gibbs sampler, Gibbs stopper}
}

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