Bayes factors, relations to minimum description length, and overlapping model classes

DOI10.1016/J.JMP.2015.11.002zbMATH Open1357.62131OpenAlexW2235963786MaRDI QIDQ296927FDOQ296927

Authors: Richard M. Shiffrin, Suyog H. Chandramouli, Peter D. Grünwald 

Publication date: 24 June 2016

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/23908

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zbMATH Keywords

model selectionBayes factorminimum description lengthnormalized maximum likelihoodoverlapping model classesshared instances

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30)

Cites Work

• Bayes Factors
• Equality and inequality constrained multivariate linear models: objective model selection using constrained posterior priors
• Doing Bayesian data analysis. A tutorial introduction with R, JAGS, and Stan
• Science and Statistics
• Bayes factors for testing inequality constrained hypotheses: issues with prior specification
• Testing order constraints: qualitative differences between Bayes factors and normalized maximum likelihood
• Title not available (Why is that?)
• A Bayesian hierarchical mixture approach to individual differences: case studies in selective attention and representation in category learning
• Modeling by shortest data description
• Fisher information and stochastic complexity
• Model selection with informative normalized maximum likelihood: data prior and model prior
• Extending Bayesian induction
• One size does not fit all: proposal for a prior-adapted BIC
• Bayesian model selection using encompassing priors
• Philosophy of statistics.

Cited In (3)

• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
• Extending Bayesian induction

Uses Software

• JAGS
• Stan

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