Antonietta, Mira; Geoff, Nicholls - Facoltà di Economia, Università degli Studi dell'Insubria - 2001
Bridge estimation, as described by Meng and Wong in 1996, is used to estimate the value taken by a probability density at a point in the state space. When the normalisation of the prior density is known, this value may be used to estimate a Bayes factor. It is shown that the multi-block...
