Evidence map›Paper›PMID 40787637›Full record

ArticleBayesian analysis2024

Easily Computed Marginal Likelihoods from Posterior Simulation Using the THAMES Estimator.

Martin Metodiev, Marie Perrot-Dockès, Sarah Ouadah, Nicholas J Irons, Pierre Latouche, Adrian E Raftery

Abstract read
In one paragraph

Article in Bayesian analysis, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.

0numbers the graph read from it
0cells of the map it votes in
2citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

2 citing papers in PubMed.

  1. Article
  2. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

6 authors.

Martin MetodievUniversité Clermont Auvergne, Laboratoire de Mathématiques Blaise Pascal.
Marie Perrot-DockèsUniversité Paris Cité, CNRS, MAP5, F-75006 Paris, France.
Sarah OuadahUniversité Paris-Saclay, AgroParisTech, INRAE, UMR MIA Paris-Saclay.
Nicholas J IronsUniversity of Washington, Department of Statistics.ORCID 0000-0002-9720-8259
Pierre LatoucheUniversité Clermont Auvergne, Laboratoire de Mathématiques Blaise Pascal.
Adrian E RafteryUniversity of Washington, Department of Statistics.

Funding

Statistical Methods for Population ProjectionsR01HD070936 · NICHD · UNIVERSITY OF WASHINGTON · PI RAFTERY, ADRIAN E · 2012 to 2021
$3.3M
T32 Data Science and Demography Training BSSRT32HD101442 · NICHD · UNIVERSITY OF WASHINGTON · PI Zack W Almquist, SARA R. CURRAN · 2020 to 2026
$2.0M
NICHD NIH HHS R01 HD070936NICHD NIH HHS T32 HD101442
6 · The paper itself

Abstract

We propose an easily computed estimator of marginal likelihoods from posterior simulation output, via reciprocal importance sampling, combining earlier proposals of DiCiccio et al (1997) and Robert and Wraith (2009). This involves only the unnormalized posterior densities from the sampled parameter values, and does not involve additional simulations beyond the main posterior simulation, or additional complicated calculations, provided that the parameter space is unconstrained. Even if this is not the case, the estimator is easily adjusted by a simple Monte Carlo approximation. It is unbiased for the reciprocal of the marginal likelihood, consistent, has finite variance, and is asymptotically normal. It involves one user-specified control parameter, and we derive an optimal way of specifying this. We illustrate it with several numerical examples.

Indexed as

marginal likelihood estimationPrimary 62F15, 62-04reciprocal importance samplingsecondary 62F12

Identifiers

PMID40787637
PMCPMC12333553

What OpenQuestion holds

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.