Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
狄利克雷过程混合模型的边际似然与贝叶斯因子
We present a method for comparing semiparametric Bayesian models, constructed under the Dirichlet process mixture (DPM) framework, with alternative semiparameteric or parameteric Bayesian models. A distinctive feature of the method is that it can be applied to semiparametric models containing covariates and hierarchical prior structures, and is apparently the first method of its kind. Formally, the method is based on the marginal likelihood estimation approach of Chib (1995)…