On the calibration of Bayesian model choice criteria

DOI10.1016/S0378-3758(02)00304-XzbMATH Open1033.62028OpenAlexW1963630891MaRDI QIDQ1869093FDOQ1869093

Authors: Pantelis K. Vlachos, Alan E. Gelfand 

Publication date: 9 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00304-x

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zbMATH Keywords

Monte CarloBayes factorPairwise model comparisonPosterior Bayes factorPseudo-Bayes factor

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

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• A Predictive Approach to Model Selection
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• Marginal Likelihood from the Gibbs Output
• A STATISTICAL PARADOX
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• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
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• The Intrinsic Bayes Factor for Model Selection and Prediction
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• Posterior probabilities for choosing a regression model
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Cited In (8)

• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Bayesian Model Selection: Measuring the χ²Discrepancy with the Uniform Distribution
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• Bayesian calibration of computer models. (With discussion)
• Title not available (Why is that?)
• Comparing and calibrating discrepancy measures for Bayesian model selection
• Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration
• Criterion-based methods for Bayesian model assessment

Uses Software

• tsbridge

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