Methods for Default and Robust Bayesian Model Comparison: The Fractional Bayes Factor Approach

DOI10.2307/1403706MaRDI QIDQ4949599zbMATH OpenOpenAlexFDO

Authors Fulvio de Santis, Fulvio Spezzaferri

Publication date 8 May 2000

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403706

zbMATH Keywords

Bayes factorsmodel comparisonfractional Bayes factor

Mathematics Subject Classification ID

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

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• Bayesian model comparison with the Hyvärinen score: computation and consistency
• Statistical evidence and sample size determination for Bayesian hypothesis testing
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• Alternative Bayes factors: Sample size determination and discriminatory power assessment
• Bayesian multiple change-points detection in a normal model with heterogeneous variances
• Testing equality of regression coefficients in heteroscedastic normal regression models
• Training samples in objective Bayesian model selection.
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• Objective Bayesian testing for the linear combinations of normal means
• A Comparison of Bayes Factors for Separated Models: Some Simulation Results
• Bayesian evaluation of informative hypotheses for multiple populations
• Calibrated Bayes factors under flexible priors
• Parallel coordinates for exploratory modelling analysis
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• Modified intrinsic Bayes factor for multivariate regression models
• Objective Bayesian methods for one-sided testing
• Model selection with vague prior information
• An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
• Consistent fractional Bayes factor for nested normal linear models

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