ArticleJournal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America2019
Partition Weighted Approach for Estimating the Marginal Posterior Density with Applications.
Article in Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America, 2019. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.
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1 citing paper in PubMed, 1 citations in OpenAlex.
- Inflated Density Ratio and Its Variation and Generalization for Computing Marginal Likelihoods.Journal of the Korean Statistical Society · 2020Article
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4 authors at 2 institutions in 1 country.
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Abstract
The computation of marginal posterior density in Bayesian analysis is essential in that it can provide complete information about parameters of interest. Furthermore, the marginal posterior density can be used for computing Bayes factors, posterior model probabilities, and diagnostic measures. The conditional marginal density estimator (CMDE) is theoretically the best for marginal density estimation but requires the closed-form expression of the conditional posterior density, which is often not available in many applications. We develop the partition weighted marginal density estimator (PWMDE) to realize the CMDE. This unbiased estimator requires only a single MCMC output from the joint posterior distribution and the known unnormalized posterior density. The theoretical properties and various applications of the We carry out simulation studies to investigate the empirical performance of the PWMDE and further demonstrate the desirable features of the proposed method with two real data sets from a study of dissociative identity disorder patients and a prostate cancer study, respectively.
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