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An encompassing prior generalization of the Savage-Dickey density ratio.

Ruud WetzelsRaoul P. P. P. GrasmanEric-Jan Wagenmakers
Published in: Comput. Stat. Data Anal. (2010)
Keyphrases
  • density ratio
  • prior knowledge
  • least squares
  • density ratio estimation
  • outlier detection
  • von neumann
  • prior information
  • generative model