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• W2608671270 abstract "Selecting between competing statistical models is a challenging problem especially when the competing models are non-nested. In this paper we offer a simple solution by devising an algorithm which combines MCMC and importance sampling to obtain computationally efficient estimates of the marginal likelihood which can then be used to compare the models. The algorithm is successfully applied to a longitudinal epidemic data set, where calculating the marginal likelihood is made more challenging by the presence of large amounts of missing data. In this context, our importance sampling approach is shown to outperform existing methods for computing the marginal likelihood." @default.
• W2608671270 created "2017-05-05" @default.
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• W2608671270 date "2018-06-01" @default.
• W2608671270 modified "2023-09-25" @default.
• W2608671270 title "Efficient Model Comparison Techniques for Models Requiring Large Scale Data Augmentation" @default.
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• W2608671270 doi "https://doi.org/10.1214/17-ba1057" @default.
• W2608671270 hasPublicationYear "2018" @default.
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