2004
DOI: 10.1063/1.1751356
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Using Thermodynamic Integration to Calculate the Posterior Probability in Bayesian Model Selection Problems

Abstract: Abstract. This paper gives an algorithm for calculating posterior probabilities using thermodynamic integration. The thermodynamic integration calculations are accomplished by annealing an ensemble of Markov chains with an adaptive schedule. The algorithm includes a method for determining "good" starting positions for the chains at each new value of the annealing parameter.

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Cited by 37 publications
(31 citation statements)
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“…The calculations presented here extend the Bayesian/McMC approach (22) to simultaneously estimate the posterior probability of diffusion anisotropy model parameters and compare the relative probabilities of various model expressions against each other. The latter part of the calculation is referred to as “model selection.” Model selection is a simple conceptual extension of parameter estimation whereby a model parameter is assigned as an index that specifies which expression from a set is used to represent the data (23, 24). The posterior probability for this index therefore indicates the relative probabilities of the model expressions.…”
Section: Methodsmentioning
confidence: 99%
“…The calculations presented here extend the Bayesian/McMC approach (22) to simultaneously estimate the posterior probability of diffusion anisotropy model parameters and compare the relative probabilities of various model expressions against each other. The latter part of the calculation is referred to as “model selection.” Model selection is a simple conceptual extension of parameter estimation whereby a model parameter is assigned as an index that specifies which expression from a set is used to represent the data (23, 24). The posterior probability for this index therefore indicates the relative probabilities of the model expressions.…”
Section: Methodsmentioning
confidence: 99%
“…For more information on Markov chain Monte Carlo, see (6,7), and for more details on how to implement model selection within simulated annealing, see (8,9).…”
Section: Exponential Model Selection (In Nmr) Using Bayesian Probabilmentioning
confidence: 99%
“…[9], into the posterior probability for the model indicator, Eq. [7], gives P͑u͉DI͒ ϰ P͑u͉I͒ ͵ d⌿ u P͑⌿ u ͉uI͒ P͑D͉⌿ u uI͒.…”
Section: Theorymentioning
confidence: 99%
See 1 more Smart Citation
“…where p(·) is the prior distribution and L(· | D, M k ) is the likelihood under model k. These posterior evidence integrals are approximated using emcee's (Foreman-Mackey et al, 2013) implementation of an approach using thermodynamic integration (see Goggans and Chi, 2004).…”
Section: Inferencementioning
confidence: 99%