Bartolucci, Francesco; Scaccia, Luisa; Mira, Antonietta - In: Biometrika 93 (2006) 1, pp. 41-52
We propose a class of estimators of the Bayes factor which is based on an extension of the bridge sampling identity of Meng & Wong (1996) and makes use of the output of the reversible jump algorithm of Green (1995). Within this class we give the optimal estimator and also a suboptimal one which...