ABSTRACT
In stylised problems, conjugate prior distributions are available that allow for analytical solutions to finding posterior distributions (see for example Gelman et al. (2013)). However, in most practical situations such conjugacy is either not available or overly restrictive and in order to evaluate the posterior model probabilities there are several computational matters that have to be considered. There is therefore a need to compute, or estimate, integrals of the form p(y) =
∫ p(y|θ)p(θ)dθ .
