Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Unbiased estimation of log normalizing constants with applications to
  Bayesian cross-validation   Posterior distributions often feature intractable normalizing constants,
called marginal likelihoods or evidence, that are useful for model comparison
via Bayes factors. This has motivated a number of methods for estimating ratios
of normalizing constants in statistics. In computational physics the logarithm
of these ratios correspond to free energy differences. Combining unbiased
Markov chain Monte Carlo estimators with path sampling, also called
thermodynamic integration, we propose new unbiased estimators of the logarithm
of ratios of normalizing constants. As a by-product, we propose unbiased
estimators of the Bayesian cross-validation criterion. The proposed estimators
are consistent, asymptotically Normal and can easily benefit from parallel
processing devices. Various examples are considered for illustration.

26
The categories of this paper are: bayes-an
21
The categories of this paper are: adap-org
17
The categories of this paper are: q-fin
14
The categories of this paper are: math-ph
2
The categories of this paper are: math
31
The categories of this paper are: ao-sci
18
The categories of this paper are: econ
3
The categories of this paper are: physics
10
The categories of this paper are: q-bio
29
The categories of this paper are: funct-an
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
20
The categories of this paper are: acc-phys
8
The categories of this paper are: hep-ex