Computational methods for Bayesian model choice
Christian P. Robert, Darren Wraith, Paul M. Goggans, Chun-Yong Chan · AIP conference proceedings · 2009
In this note, we shortly survey some recent approaches on the approximation of the Bayes factor used in Bayesian hypothesis testing and in Bayesian model choice. In particular, we reassess importance sampling, harmonic mean sampling, and nested sampling from a unified perspective.