Bayesian model selection: a predictive approach with losses based on distances L^1 and L^2

DOI10.1016/J.SPL.2004.11.003zbMATH Open1064.62008OpenAlexW2054782942MaRDI QIDQ2483841FDOQ2483841

Authors: Julián de la Horra, María Teresa Rodríguez-Bernal 

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.11.003

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zbMATH Keywords

Bayesian model selection\(L^1\) distanceVariable selection\(L^2\) distancePosterior expected lossPosterior predictive density

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• A Predictive Approach to Model Selection
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• Model choice: a minimum posterior predictive loss approach
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• The Intrinsic Bayes Factor for Model Selection and Prediction
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• Combinatorial methods in density estimation
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• A Bayesian predictive approach to model selection.
• A generalized predictive criterion for model selection

Cited In (7)

• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Bayesian Model Selection: Measuring the χ²Discrepancy with the Uniform Distribution
• A note on the choice between two loss functions in Bayesian analysis
• Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach
• A Bayesian predictive approach to model selection.
• Normative selection of Bayesian networks
• Bayesian predictive densities for linear regression models under α -divergence loss: Some results and open problems

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