Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
提出一种计算贝叶斯因子的简单方法，将其表示为Savage-Dickey密度比与校正因子的乘积，两者均可从后验模拟中轻松估计，且在某些情况下无需计算似然函数。
Abstract We present a simple method for computing Bayes factors. The method derives from observing that in general, a Bayes factor can be written as the product of a quantity called the Savage-Dickey density ratio and a correction factor; both terms are easily estimated from posterior simulation. In some cases it is possible to do these computations without ever evaluating the likelihood. Key Words: Bayes factorHypothesis testingMarkov chain Monte Carlo