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

DOI10.1016/J.SPL.2004.11.003MaRDI QIDQ2483841zbMATH OpenOpenAlexFDO

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

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)

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• scientific article; zbMATH DE number 720686 (Why is no real title available?)
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• A Bayesian predictive approach to model selection.
• A Predictive Approach to Model Selection
• A generalized predictive criterion for model selection
• Combinatorial methods in density estimation
• Model choice: a minimum posterior predictive loss approach
• The Intrinsic Bayes Factor for Model Selection and Prediction

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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