Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\)
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Publication:2483841
DOI10.1016/j.spl.2004.11.003zbMath1064.62008MaRDI QIDQ2483841
Maria Teresa Rodríguez-Bernal, Julián de la Horra
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
Bayesian model selection; Variable selection; \(L^1\) distance; \(L^2\) distance; Posterior expected loss; Posterior predictive density
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Cites Work
- The Intrinsic Bayes Factor for Model Selection and Prediction
- A generalized predictive criterion for model selection
- Model choice: a minimum posterior predictive loss approach
- A Predictive Approach to Model Selection
- Combinatorial methods in density estimation
- A Bayesian predictive approach to model selection.
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