On the calibration of Bayesian model choice criteria

DOI10.1016/S0378-3758(02)00304-XMaRDI QIDQ1869093zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Monte CarloBayes factorPairwise model comparisonPosterior Bayes factorPseudo-Bayes factor

Mathematics Subject Classification ID

Bayesian inference (62F15)

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• A Predictive Approach to Model Selection
• A STATISTICAL PARADOX
• Accurate Approximations for Posterior Moments and Marginal Densities
• Bayes Factors
• Calibration of \(\rho \) values for testing precise null hypotheses
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Marginal Likelihood from the Gibbs Output
• Model choice: a minimum posterior predictive loss approach
• Posterior probabilities for choosing a regression model
• The Intrinsic Bayes Factor for Model Selection and Prediction

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)
• scientific article; zbMATH DE number 2199136 (Why is no real title available?)
• 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

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