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Marginal likelihood and unit roots [PDF]
Journal of Econometrics, 2007 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Francke, M.K., de Vos, A.F.
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Marginal likelihood, conditional likelihood and empirical likelihood: Connections and applications [PDF]
Biometrika, 2005 Marginal likelihood and conditional likelihood are often used for eliminating nuisance parameters. For a parametric model, it is well known that the full likelihood can be decomposed into the product of a conditional likelihood and a marginal likelihood. This property is less transparent in a nonparametric or semiparametric likelihood setting.
Jing Qin, Biao Zhang
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The marginal likelihood of dynamic mixture models [PDF]
Computational Statistics & Data Analysis, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
G. Fiorentini, C. Planas, A. Rossi
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Marginal Likelihood for Estimation and Detection Theory
IEEE Transactions on Signal Processing, 2007This paper derives and analyzes the asymptotic performances of the maximum-likelihood (ML) estimator and the generalized likelihood ratio test (GLRT) derived under the assumption of independent identically distribution (i.i.d.) samples, where in the actual model the signal samples are m-dependent.
Yair Noam, Joseph Tabrikian
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On composite marginal likelihoods
AStA Advances in Statistical Analysis, 2008zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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LoRaD: Marginal likelihood estimation with haste (but no waste)
Systematic Biology, 2023AbstractThe Lowest Radial Distance (LoRaD) method is a modification of the recently introduced Partition-Weighted Kernel method for estimating the marginal likelihood of a model, a quantity important for Bayesian model selection. For analyses involving a fixed tree topology, LoRaD improves upon the Steppingstone or Thermodynamic Integration (Path ...
Yu-Bo Wang +5 more
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Model Selection by Pathwise Marginal Likelihood Thresholding
Statistics & Probability Letters, 2023zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Di Caterina, Claudia, Ferrari, Davide
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Connections Among Marginal Likelihood, Conditional Likelihood and Empirical Likelihood
2017In this Chapter we present the results by Qin and Zhang (Biometrika 92:251–270, 2005) and Li and Qin (JASA 496:1476–1484, 2011) on the connection between marginal likelihood, conditional likelihood and empirical likelihood.
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