Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio

@inproceedings{Verdinelli1995ComputingBF,
  title={Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio},
  author={I. Verdinelli and Larry Wasserman},
  year={1995}
}
Abstract We present a simple method for computing Bayes factors. The method derives from observing that in general, a Bayes factor can be written as the product of a quantity called the Savage-Dickey density ratio and a correction factor; both terms are easily estimated from posterior simulation. In some cases it is possible to do these computations without ever evaluating the likelihood. 

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