The problems with using simple Monte Carlo to determine the marginal likelihood

This video explains the problems inherent with using simple Monte Carlo - sampling from the prior then calculating the mean likelihood over these samples - to determine the marginal likelihood.
This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: www.amazon.co....
For more information on all things Bayesian, have a look at: ben-lambert.co.... The playlist for the lecture course is here: • A Student's Guide to B...

[@hookey24]

This is why it is so important to pick your sampling algorithm that does not diverge from the dense areas

[@stevenreyes1284]

Very nice video. This is the bane of my research right now :-).

[@raymondwang3596]

Very useful video!!