id author title date pages extension mime words sentences flesch summary cache txt cord-244657-zp65561y Hawryluk, Iwona Simulating normalising constants with referenced thermodynamic integration: application to COVID-19 model selection 2020-09-08 .txt text/plain 7250 371 49 In this paper we introduce a variation of the TI method, here referred to as referenced TI, which computes a single model's evidence in an efficient way by using a reference density such as a multivariate normal where the normalising constant is known. We show that referenced TI, an asymptotically exact Monte Carlo method of calculating the normalising constant of a single model, in practice converges to the correct result much faster than other competing approaches such as the method of power posteriors. In each referenced TI scenario, we note that even if the reference approximation is poor, the estimate of the normalising constant based on Equation 3 remains asymptotically exact -only the speed of convergence may be reduced (provided assumptions such matching support of end-point densities remains). In the primary application discussed later, regarding relatively complex high-dimensional Bayesian hierarchical models, we use this approach to generate a reference density and normalising constant. ./cache/cord-244657-zp65561y.txt ./txt/cord-244657-zp65561y.txt