Category Archives: Marginal Likelihood Estimation

On the geometric path to a smack down …

I noticed this paper on astro ph today by Hou, Goodman, & Hogg describing their “new” idea for marginal likelihood estimation using the geometric path.  A quick inspection reveals that in fact the idea being presented is exactly the same as … Continue reading

Posted in Astrostatistics, Marginal Likelihood Estimation, Rants | 6 Comments

Arxived and rejected on the same day …

So I arXived my brief research note on a generalization of the Savage-Dickey Density Ratio (SDDR) to general probability spaces (including those not admitting a Lebesgue reference measure) yesterday (so it’ll be out in today’s mailing later).  But this morning … Continue reading

Posted in Marginal Likelihood Estimation, Measure Theory, Rants, Statistics | 2 Comments

Recursive marginal likelihood estimators …

Just a quick note to advertise the once-revised draft of my recursive marginal likelihood estimators paper, now on astro/stat-ph: http://arxiv.org/pdf/1301.6450.pdf . The new version includes a greater emphasis on the applicability of these ideas (characterised by biased sampling) to the problem … Continue reading

Posted in Dirichlet Processes, Marginal Likelihood Estimation, Measure Theory, Statistics | Leave a comment

Importance sampling reweighting from an infinite mixture model to a finite mixture model …

I finally derived an expression for the Radon-Nikodym derivative of a k component finite Normal mixture model with respect to an equivalent infinite dimensional (Dirichlet process prior) mixture model; this was required for the revisions to my recursive marginal likelihood … Continue reading

Posted in Dirichlet Processes, Infinite-Dimensional Inference, Marginal Likelihood Estimation, Measure Theory, Statistics | 1 Comment

Another kind of tempering …

Another paper on astro ph today about parallel tempering for exploring the gravitational wave signal posterior, this one by Farr et al. But, I’m going to overlook their missed trick on the possible use of RLR/biased sampling for evidence estimation … Continue reading

Posted in Astrostatistics, Marginal Likelihood Estimation, Statistics | 2 Comments

Bayesian overload on astro-ph today …

After confirming (for about the tenth time) that my own paper was indeed properly processed by the arXiv demons I had a more thorough scan down the new astro-ph submissions list for today and found three other papers presenting Bayesian … Continue reading

Posted in Astrostatistics, Marginal Likelihood Estimation | Leave a comment

Semi-Parametric Bayesian Model Selection …

Advertising the second (and final) paper in my series on the (lack of) evidence for cosmic variation of the fine structure constant.  The purpose of this one is not simply to flog a dead horse, but rather to demonstrate a … Continue reading

Posted in Astrostatistics, Marginal Likelihood Estimation, Semi-Parametric | Leave a comment