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bridgesampling : an R Package for estimating normalizing constants
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Gronau, Quentin F., Singmann, Henrik and Wagenmakers, Eric-Jan (2020) bridgesampling : an R Package for estimating normalizing constants. Journal of Statistical Software, 92 (10). doi:10.18637/jss.v092.i10 ISSN 1548-7660.
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Official URL: http://dx.doi.org/10.18637/jss.v092.i10
Abstract
Statistical procedures such as Bayes factor model selection and Bayesian model averaging require the computation of normalizing constants (e.g., marginal likelihoods). These normalizing constants are notoriously difficult to obtain, as they usually involve highdimensional integrals that cannot be solved analytically. Here we introduce an R package that uses bridge sampling (Meng and Wong 1996; Meng and Schilling 2002) to estimate normalizing constants in a generic and easy-to-use fashion. For models implemented in Stan, the estimation procedure is automatic. We illustrate the functionality of the package with three examples.
Item Type: | Journal Article | |||||||||||||||
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Subjects: | Q Science > QA Mathematics Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software |
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Psychology | |||||||||||||||
Library of Congress Subject Headings (LCSH): | Bayesian statistical decision theory, Mathematical constants | |||||||||||||||
Journal or Publication Title: | Journal of Statistical Software | |||||||||||||||
Publisher: | University of California, Los Angeles | |||||||||||||||
ISSN: | 1548-7660 | |||||||||||||||
Official Date: | 27 February 2020 | |||||||||||||||
Dates: |
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Volume: | 92 | |||||||||||||||
Number: | 10 | |||||||||||||||
DOI: | 10.18637/jss.v092.i10 | |||||||||||||||
Status: | Peer Reviewed | |||||||||||||||
Publication Status: | Published | |||||||||||||||
Re-use Statement: | Creative Commons Attribution 3.0 Unported License | |||||||||||||||
Access rights to Published version: | Open Access (Creative Commons) | |||||||||||||||
Date of first compliant deposit: | 5 March 2020 | |||||||||||||||
Date of first compliant Open Access: | 10 March 2020 | |||||||||||||||
RIOXX Funder/Project Grant: |
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