Expected-posterior prior distributions for model selection

DOI10.1093/BIOMET/89.3.491zbMATH Open1036.62026OpenAlexW2169989696MaRDI QIDQ4455347FDOQ4455347

Authors:

Publication date: 16 March 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/85bbdf89bfa2c3c96472ef9cc0c78f4b0776a9e1

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zbMATH Keywords

mixture modelintrinsic Bayes factorintrinsic priordefault Bayesian model selection

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Order statistics; empirical distribution functions (62G30)

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• Criteria for Bayesian model choice with application to variable selection
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• The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data
• Power-expected-posterior prior Bayes factor consistency for nested linear models with increasing dimensions
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• Subjective Bayesian testing using calibrated prior probabilities
• Prior distributions for objective Bayesian analysis
• Error and inference: an outsider stand on a frequentist philosophy
• Variations of power-expected-posterior priors in normal regression models
• Expected posterior priors in factor analysis
• Bayesian model learning based on predictive entropy
• Objective Bayesian tests for Fieller-Creasy problem
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• Inference from intrinsic Bayes' procedures under model selection and uncertainty
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• Objective Bayesian model choice for non-nested families: the case of the Poisson and the negative binomial
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• Integral priors for Bayesian model selection: how they operate from simple to complex cases
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• Marginal Likelihood Estimation via Power Posteriors
• Objective Bayes factors for Gaussian directed acyclic graphical models
• A Note on Bayesian Analyses of Capture–Recapture Data with Perfect Recaptures
• Objective Bayesian model discrimination in follow-up experimental designs
• A note on selecting parametric models in Bayesian inference
• Objective Bayesian comparison of order-constrained models in contingency tables
• A comparison of power-expected-posterior priors in shrinkage regression
• Objective Bayesian transformation and variable selection using default Bayes factors
• A general approach to prior transformation
• Selecting Bayesian priors for stochastic rates using extended functional models
• Choosing priors for constrained analysis of variance: methods based on training data

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