The Controlled Thermodynamic Integral for Bayesian Model Evidence Evaluation
用于贝叶斯模型证据计算的控制变量热力学积分
Approximation of the model evidence is well known to be challenging. One promising approach is based on thermodynamic integration, but a key concern is that the thermodynamic integral can suffer from high variability in many applications. This article considers the reduction of variance that can be achieved by exploiting control variates in this setting. Our methodology applies whenever the gradient of both the log-likelihood and the log-prior with respect to the parameters…