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Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach
Adaptive Monte Carlo algorithms Bayesian model comparison Normalising constants Path sampling Thermodynamic integration
2013/4/27
Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics and related disciplines. Within the Bayesian paradigm, these problems all require the ...
Bayesian Analysis of Multiway Tables in Association Studies: A Model Comparison Approach
Bayesian Analysis Multiway Tables Association Studies Model Comparison Approach
2012/9/17
We consider the problem of statistical inference on unknown quantities structured as a multiway table. We show that such multiway tables are naturally formed by arranging regression coecients in comp...
Inferring Markov Chains：Bayesian Estimation，Model Comparison，Entropy Rate，and Out-of-class Modeling
Markov Chains Bayesian Estimation Model Comparison Entropy Rate Out-of-class Modeling
2010/4/27
Markov chains are a natural and well understood tool for describing one-dimensional patterns in
time or space. We show how to infer k-th order Markov chains, for arbitrary k, from finite data
by app...