2020
DOI: 10.18637/jss.v092.i10
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bridgesampling: An R Package for Estimating Normalizing Constants

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 implemente… Show more

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Cited by 154 publications
(121 citation statements)
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“…We assumed the three models had the same prior probability (0.33). Models were compared via a bridge sampling estimate of the marginal likelihood (Gronau et al 2017a), using the “bridgesampling” package in R (Gronau et al 2017b). Bridge sampling directly estimates the marginal likelihood, and therefore the posterior probability of each model given the data (and prior model probabilities), as well as the assumption that the models represent the entire group of those to be considered.…”
Section: Methodsmentioning
confidence: 99%
“…We assumed the three models had the same prior probability (0.33). Models were compared via a bridge sampling estimate of the marginal likelihood (Gronau et al 2017a), using the “bridgesampling” package in R (Gronau et al 2017b). Bridge sampling directly estimates the marginal likelihood, and therefore the posterior probability of each model given the data (and prior model probabilities), as well as the assumption that the models represent the entire group of those to be considered.…”
Section: Methodsmentioning
confidence: 99%
“…In each analysis, we fitted a maximal model with main effects of prediction type (Default, Domain, Fact, Learner, Fact & Learner) and population (Lab, MTurk) plus the interaction of these terms. Both this maximal model and models with a simpler fixed effects structure were compared to a baseline intercept-only model (see the rows in Table 1) using the bridgesampling package (version 0.7-2; Gronau et al, 2020). Following Rouder and Morey (2012), fixed effects had weakly informative Cauchy(0,1) priors.…”
Section: Resultsmentioning
confidence: 99%
“…Gronau et al (2017) provide a detailed and accessible tutorial on computing Bayes factors with bridge sampling. The approach has been implemented in an R package by Gronau, Singmann, and Wagenmakers (2020), which we use in our work as well.…”
Section: Bayes Factorsmentioning
confidence: 99%