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bridgesampling

swMATH ID: 21804
Software Authors: Gronau, Quentin F.; Singmann, Henrik; Wagenmakers, Eric-Jan
Description: bridgesampling: An R Package for Estimating Normalizing Constants. 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 high-dimensional integrals that cannot be solved analytically. Here we introduce an R package that uses bridge sampling (Meng & Wong, 1996; Meng & Schilling, 2002) to estimate normalizing constants in a generic and easy-to-use fashion. For models implemented in Stan, the estimation procedure is automatic. We illustrate the functionality of the package with three examples.
Homepage: https://cran.r-project.org/web/packages/bridgesampling/index.html
Source Code:  https://github.com/cran/bridgesampling
Dependencies: R
Keywords: Computation; arXiv stat.CO; arXiv; R package; bridge sampling; marginal likelihood; model selection; Bayes factor; Warp-III
Related Software: Stan; tsbridge; R; RStan; rstan; BayesDA; brms; JAGS; BayesFactor; NUTS; loo; rstanarm; WinBUGS; CODA; rethinking; GitHub; pyABC; Mcmcpack; bayesplot; shinystan
Cited in: 20 Documents
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Cited by 79 Authors

2 Forster, Jonathan J.
2 Gelman, Andrew
2 Gronau, Quentin F.
2 Wagenmakers, Eric-Jan
1 Ahfock, Daniel C.
1 Akkaya Hocagil, Tugba
1 Annis, Jeffrey
1 Boehm, Udo
1 Bouchard-Côté, Alexandre
1 Buchholz, Alexander
1 Bürkner, Paul-Christian
1 Coles, Claire D.
1 Cook, Richard John
1 Corander, Jukka
1 Costa, Eliardo G.
1 Culpepper, Steven Andrew
1 Dai, Chenguang
1 Dang, Khue-Dung
1 Day, Nancy L.
1 Evans, Nathan J.
1 Fiecas, Mark B.
1 Gallardo, Diego I.
1 Gómez, Yolanda M.
1 Guedj, Benjamin
1 Hadj-Amar, Beniamino
1 Haucke, Matthias N.
1 Hennig, Christian
1 Hoekstra, Rink
1 Homer, Saskia
1 Jacobson, Joseph L.
1 Jacobson, Sandra W.
1 Jewson, Jack
1 Jones, David E.
1 Klugkist, Irene
1 Lakens, Daniel
1 Leslie, David S.
1 Li, Le
1 Liu, Jun S.
1 Liverani, Silvia
1 Loustau, Sébastien
1 Ly, Alexander
1 Man, Albert Xingyi
1 Marsman, Maarten
1 Matzke, Dora
1 Meng, Xiaoli
1 Miller, Brent J.
1 Morey, Richard D.
1 Mortier, Frédéric
1 Murray, Lawrence M.
1 Ntzoufras, Ioannis
1 Olson, Heather Carmichael
1 Palmeri, Thomas J.
1 Papastamoulis, Panagiotis
1 Pesonen, Henri
1 Peyhardi, Jean
1 Radev, Stefan T.
1 Richardson, Gale A.
1 Richardson, Sylvia
1 Rotiroti, Frank
1 Rue, Håvard
1 Ryan, Louise Marie
1 Santos-Neto, Manoel
1 Sarafoglou, Alexandra
1 Scholz, Maximilian
1 Shenvi, Aditi
1 Smith, Peter W. F.
1 Steingroever, Helen
1 Štrumbelj, Erik
1 Toulemonde, Gwladys
1 Valiquette, Samuel
1 van Dongen, Noah N. N.
1 van Doorn, Johnny B.
1 van Ravenzwaaij, Don
1 Veen, Duco
1 Vehtari, Aki
1 Walker, Stephen Grahm
1 Wang, Lazhi
1 Wong, Jackie S. T.
1 Wong, Wing Hung
all top 5

Cited in 14 Serials

3 Journal of the American Statistical Association
3 Statistics and Computing
2 Journal of Mathematical Psychology
2 Bayesian Analysis
1 The American Statistician
1 Statistical Science
1 International Journal of Approximate Reasoning
1 Statistica Sinica
1 Australian & New Zealand Journal of Statistics
1 Brazilian Journal of Probability and Statistics
1 Journal of the Korean Statistical Society
1 Electronic Journal of Statistics
1 Statistics Surveys
1 Stat

Cited in 5 Fields

20 Statistics (62-XX)
9 Numerical analysis (65-XX)
2 Computer science (68-XX)
1 Combinatorics (05-XX)
1 Biology and other natural sciences (92-XX)

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