Variations of power-expected-posterior priors in normal regression models

DOI10.1016/J.CSDA.2019.106836MaRDI QIDQ2008131zbMATH OpenOpenAlexFDO

Authors D. Fouskakis, I. Ntzoufras, Konstantinos Perrakis

Publication date 22 November 2019

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.06926, http://dro.dur.ac.uk/29313/1/29313.pdf

zbMATH Keywords

variable selectionlinear regressionmodel misspecificationmodel selection consistencyobjective priorsexpected-posterior priorpower-expected-posterior prior

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models
• Power-expected-posterior priors for generalized linear models
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing

Cites work

• scientific article; zbMATH DE number 3791441 (Why is no real title available?)
• scientific article; zbMATH DE number 469327 (Why is no real title available?)
• scientific article; zbMATH DE number 1077338 (Why is no real title available?)
• A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
• A comment on D. V. Lindley's statistical paradox
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
• Bayesian Graphical Models for Discrete Data
• Bayesian Variable Selection Under Collinearity
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Bayesian model selection in high-dimensional settings
• Benchmark priors for Bayesian model averaging.
• Criteria for Bayesian model choice with application to variable selection
• Estimating the dimension of a model
• Expected-posterior prior distributions for model selection
• Joint specification of model space and parameter space prior distributions
• Marginal Likelihood Estimation via Power Posteriors
• Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
• Mixtures of g Priors for Bayesian Variable Selection
• Power-expected-posterior priors for generalized linear models
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Prior distributions for objective Bayesian analysis
• The epsilon-skew-normal distribution for analyzing near-normal data
• Tractable Bayesian variable selection: beyond normality
• Training samples in objective Bayesian model selection.

Cited in

(4)

• Power-expected-posterior priors for variable selection in Gaussian linear models
• Power-expected-posterior priors for generalized linear models
• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models

This page was built for publication: Variations of power-expected-posterior priors in normal regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2008131)