Alternative Bayes factors for model selection

DOI10.2307/3315344MaRDI QIDQ4381857zbMATH OpenOpenAlexFDO

Authors Fulvio de Santis, Fulvio Spezzaferri

Publication date 25 March 1998

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315344

zbMATH Keywords

Bayes factorsmodel comparisonpartial Bayes factorrobustness

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach
• scientific article; zbMATH DE number 720676
• Model selection with vague prior information

Cites work

• An alternative to the standard Bayesian procedure for discrimination between normal linear models
• Consistent fractional Bayes factor for nested normal linear models
• scientific article; zbMATH DE number 3675161 (Why is no real title available?)
• scientific article; zbMATH DE number 3791441 (Why is no real title available?)
• scientific article; zbMATH DE number 469327 (Why is no real title available?)
• Multiple Bayes Factors for Testing Hypotheses
• Robust Bayesian hypothesis testing in the presence of nuisance parameters
• Testing precise hypotheses. With comments and a rejoinder by the authors
• The conflict between improper priors and robustness
• The Intrinsic Bayes Factor for Model Selection and Prediction

Cited in

(31)

• Bayes factors and hierarchical models
• Some comments on Bayes factors
• Properties of intrinsic and fractional Bayes factors
• Bayes factors for a test about the drift of the Brownian motion under noninformative priors.
• Prior distributions for objective Bayesian analysis
• Training samples in objective Bayesian model selection.
• Bayesian model selection and model averaging
• Bayes factors for goodness of fit testing
• Alternative Bayes factors: Sample size determination and discriminatory power assessment
• Bayes factors: Prior sensitivity and model generalizability
• Bayes model selection with path sampling: factor models and other examples
• A robust Bayesian approach for unit root testing
• Bayesian estimation of cognitive decline in patients with alzheimer's disease
• A generalized predictive criterion for model selection
• A Comparison of Bayes Factors for Separated Models: Some Simulation Results
• Objective Bayesian testing of a Poisson mean
• Properties of Bayes Factors Based on Test Statistics
• An alternative to the standard Bayesian procedure for discrimination between normal linear models
• scientific article; zbMATH DE number 720676 (Why is no real title available?)
• Bayesian model selection for life time data under type II censoring
• Choice Between Weibull and Lognormal Models: A Simulation Based Bayesian Study
• Bayes Factors
• Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach
• Bayesian blinded sample size re-estimation
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Bayes Factors Based on Test Statistics
• Robustness issues in Bayesian model selection
• Consistent fractional Bayes factor for nested normal linear models
• Jeffreys priors for survival models with censored data
• Calibrated Bayes factors under flexible priors
• Comparison of objective Bayes factors for variable selection in parametric regression models for survival analysis

This page was built for publication: Alternative Bayes factors for model selection

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4381857)