Bayesian模型中边际似然函数的估计

The Marginal Likelihood Assessment in Bayesian Model

贝叶斯推断中边际似然函数涉及到维数较高的复杂积分的计算,因而精确地计算边际似然函数往往有困难.经常会选择一种近似方法来估计边际似然函数,本文介绍边际似然函数的几种近似估计方法.

In Bayesian reference, marginal likelihood function involve to compute high dimensional complex integrand. So exactly to compute marginal likelihood is often difficult. Wo must choice approximated methods for estimates of the marginal likelihood func tion.