Browsing Department of Pure Mathematics and Mathematical Statistics (DPMMS) by Subject "Thermodynamic integration"

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  • Towards Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach 

    Zhou, Yan; Johansen, Adam M; Aston, John Alexander (Taylor & FrancisJournal of Computational and Graphical Statistics, 2015-08-17)
    Model comparison for the purposes of selection, averaging and validation is a problem found throughout statistics. Within the Bayesian paradigm, these problems all require the calculation of the posterior probabilities of ...