The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
Abstract
We present a simple method for computing Bayes factors. The method derives from observing that in general, a Bayes factor 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.
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Cites
Sampling-based approaches to calculating marginal densities
Gelfand, A. E., & Smith, A. F. M. (1990) · Journal of the American Statistical Association · doi:10.1080/01621459.1990.10476213 · Cited by 6,606
Practical markov chain monte carlo
Geyer, C. J. (1992) · Statistical Science · doi:10.1214/ss/1177011137 · Cited by 2,045
Cited by
Posada, D., & Buckley, T. R. (2004) · Systematic Biology · doi:10.1080/10635150490522304 · Cited by 3,927
Default Bayes factors for ANOVA designs
Rouder, J. N., Morey, R. D., Speckman, P. L., & Province, J. M. (2012) · Journal of Mathematical Psychology · doi:10.1016/j.jmp.2012.08.001 · Cited by 1,800
(2013) · Cited by 1,351
On Bayesian Modeling of Fat Tails and Skewness
Fernández, C., & Steel, M. F. J. (1998) · Journal of the American Statistical Association · doi:10.1080/01621459.1998.10474117 · Cited by 1,083
Bayesian Selection of Continuous-Time Markov Chain Evolutionary Models
Suchard, M. A., Weiss, R. E., & Sinsheimer, J. S. (2001) · Molecular Biology and Evolution · doi:10.1093/oxfordjournals.molbev.a003872 · Cited by 791
Metadata
- Authors
- Verdinelli, I., & Wasserman, L.
- Venue
- Journal of the American Statistical Association
- Publisher
- Informa UK Limited
- Published
- 1995-06
- Volume
- 90
- Issue
- 430
- Pages
- 614-618
- ISSN
- 0162-1459 (ISSN-L)
- 1537-274X
- OpenAlex
- W2044819919
- Cited by
- 506
- References
- 2
- FWCI
- 6.94
- Type
- journal article
- Language
- en
- Open access
- closed
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- Verdinelli, I., & Wasserman, L. (1995). Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.1995.10476554
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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