Model complexity and model priors

MaRDI QIDQ5386461zbMATH OpenFDO

Authors Angelika van der Linde

Publication date 14 May 2008

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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(4)

• Penalising model component complexity: a principled, practical approach to constructing priors
• Model selection with low complexity priors
• Toward automated prior choice
• Measuring the complexity of generalized linear hierarchical models

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