Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models (Q6121976): Difference between revisions

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+Criteria for Bayesian model choice with application to variable selection
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+The formal definition of reference priors
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+The Intrinsic Bayes Factor for Model Selection and Prediction
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+Training samples in objective Bayesian model selection.
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+Objective Bayesian Variable Selection
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+Prior distributions for objective Bayesian analysis
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+Compatibility of prior specifications across linear models
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+On Bayesian model and variable selection using MCMC
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+Joint specification of model space and parameter space prior distributions
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+Benchmark priors for Bayesian model averaging.
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+Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
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+Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
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+Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models
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+Power-expected-posterior priors for variable selection in Gaussian linear models
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+Power-expected-posterior priors for generalized linear models
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+Variations of power-expected-posterior priors in normal regression models
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+A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
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+Mixtures of \(g\)-priors for Bayesian model averaging with economic applications
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+Mixtures of<i><i>g</i></i>-Priors in Generalized Linear Models
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+Mixtures of <i>g</i> Priors for Bayesian Variable Selection
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+Bayesian Graphical Models for Discrete Data
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+Fully Bayes factors with a generalized \(g\)-prior
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+Comparison of Bayesian objective procedures for variable selection in linear regression
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+Expected-posterior prior distributions for model selection
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+Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
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+Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty
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+Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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