PuSH - Publication Server of Helmholtz Zentrum München: An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson’s rule.

Navigation

Home

Deutsch

Research

Advanced Search

Browse by ...

... Journal

... Publication Type

... Research Data

... Publication Year

Publication overview

Support & Contact

Contact persons

Help

Data protection

Hug, S. ; Schwarzfischer, M. ; Hasenauer, J. ; Marr, C. ; Theis, F.J.

An adaptive scheduling scheme for calculating Bayes factors with thermodynamic integration using Simpson’s rule.

Stat. Comp. 26, 663-677 (2015)

DOI

Open Access Green as soon as Postprint is submitted to ZB.

Abstract
Metrics
Extra information

Bayesian model selection using Bayes factors requires the computation of marginal likelihoods. Nowadays, the marginal likelihoods are often computed using thermodynamic integration for power posteriors, which relies on numerical integration methods. The commonly used integration methods however neither control the integration accuracy nor exploit the available function evaluations efficiently. In this manuscript we introduce an adaptive method for calculating marginal likelihoods which relies on Simpson’s rule. The proposed method is evaluated on an analytically tractable academic example as well as two high-dimensional models possessing up to 800 parameters. The high-dimensional models describe the protein degradation in a large population of fibroblast cells. Our analysis reveals that the proposed adaptive method shows improved performance over existing approaches for simple problems and furthermore allows for the efficient study of high-dimensional problems.

Altmetric

Additional Metrics?

[➜Log in]