Dependence of Bayesian model selection criteria and Fisher information matrix on sample size

DOI10.1007/S11004-011-9359-0zbMATH Open1236.62012OpenAlexW2099074881MaRDI QIDQ415628FDOQ415628

Authors: Dan Lu, Ming Ye, Shlomo P. Neuman 

Publication date: 8 May 2012

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-011-9359-0

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zbMATH Keywords

model uncertaintyasymptotic analysisdrift modelsprior model probabilityvariogram models

Mathematics Subject Classification ID

Bayesian inference (62F15) Random fields; image analysis (62M40) Numerical analysis or methods applied to Markov chains (65C40) Geostatistics (86A32)

Cites Work

• Estimating the dimension of a model
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Regression and time series model selection in small samples
• A new look at the statistical model identification
• Marginal Likelihood from the Gibbs Output
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• Monte Carlo sampling methods using Markov chains and their applications
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• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Modeling by shortest data description
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• Geostatistical space-time models: a review
• Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
• Regression and time series model selection using variants of the schwarz information criterion
• Optimal Choice of AR and MA Parts in Autoregressive Moving Average Models
• The Bingham distribution of quaternions and its spherical Radon transform in texture analysis
• Special issue: Stochastic approaches to subsurface hydrology. Selected papers of the ModelCARE 2002 conference, Prague, Czech Republic, June 17--20, 2002.
• Variance-covariance matrix of the experimental variogram: Assessing variogram uncertainty
• Calculation of uncertainty in the variogram
• Measures of parameter uncertainty in geostatistical estimation and geostatistical optimal design
• Transformation of residuals to avoid artifacts in geostatistical modelling with a trend

Cited In (1)

• Asymptotic theory of generalized information criterion for geostatistical regression model selection

Uses Software

• GSLIB
• BayesDA

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