This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratios of constants) is a fundamental issue in many applications in statistics, applied mathematics, signal processing, and machine learning. This article provides a comprehensive study of the state of the art of the topic. We highlight limitations, benefits, connections, and differences among the different techniques. Problems and possible solutions with the use of improper priors are also described. Some of the most relevant methodologies are compared through theoretical comparisons and numerical experiments.

Nowadays, across the most important problems faced by health centers are those caused by the existence of patients who do not attend their appointments. Among others, these patients cause loss of revenue to the health centers and increase the patients’ waiting list. In order to tackle these problems, several scheduling systems have been developed. Many of them require predicting whether a patient will show up for an appointment. However, obtaining these estimates accurately is currently a challenging problem. In this work, a systematic review of the literature on predicting patient no-shows is conducted aiming at establishing the current state-of-the-art. Based on a systematic review following the PRISMA methodology, 50 articles were found and analyzed. Of these articles, 82% were published in the last 10 years and the most used technique was logistic regression. In addition, there is significant growth in the size of the databases used to build the classifiers. An important finding is that only two studies achieved an accuracy higher than the show rate. Moreover, a single study attained an area under the curve greater than the 0.9 value. These facts indicate the difficulty of this problem and the need for further research.

We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate posterior density, combining it with Monte Carlo sampling methods and other quadrature rules. The nodes of the quadrature are sequentially chosen by maximizing a suitable acquisition function, which takes into account the current approximation of the posterior and the positions of the nodes. This maximization does not require additional evaluations of the true posterior. We introduce two specific schemes based on Gaussian and Nearest Neighbors bases. For the Gaussian case, we also provide a novel procedure for fitting the bandwidth parameter, in order to build a suitable emulator of a density function. With both techniques, we always obtain a positive estimation of the marginal likelihood (a.k.a., Bayesian evidence). An equivalent importance sampling interpretation is also described, which allows the design of extended schemes. Several theoretical results are provided and discussed. Numerical results show the advantage of the proposed approach, including a challenging inference problem in an astronomic dynamical model, with the goal of revealing the number of planets orbiting a star.