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

DOI10.1016/j.spl.2004.11.003zbMath1064.62008OpenAlexW2054782942MaRDI 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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Related Items (2)

Bayesian Model Selection: Measuring the χ²Discrepancy with the Uniform Distribution ⋮ Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach

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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