Inference from intrinsic Bayes' procedures under model selection and uncertainty

DOI10.1080/01621459.2014.880348MaRDI QIDQ4975558zbMATH OpenOpenAlexFDO

Authors Andrew J. Womack, George Casella, L. G. Leon-Novelo

Publication date 7 August 2017

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01621459.2014.880348

zbMATH Keywords

consistencylinear modelshierarchical models\(g\)-priorsintrinsic priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Foundations and philosophical topics in statistics (62A01)

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Cites work

• scientific article; zbMATH DE number 3677758 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
• Bayesian model selection in high-dimensional settings
• Bayesian reference prior analysis on the ratio of variances for the balanced one-way random effect model
• Consistency of Bayesian procedures for variable selection
• Consistency of objective Bayes factors as the model dimension grows
• Consistency of objective Bayes factors for nonnested linear models and increasing model dimension
• Estimation of a covariance matrix using the reference prior
• Expected-posterior prior distributions for model selection
• Mixtures of g Priors for Bayesian Variable Selection
• Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models
• Objective Bayesian Analysis of Spatially Correlated Data
• Objective Bayesian Variable Selection
• On Sampling Strategies in Bayesian Variable Selection Problems With Large Model Spaces
• The Bayesian Lasso
• The case for objective Bayesian analysis
• The formal definition of reference priors
• The horseshoe estimator for sparse signals

Cited in

(14)

• Intrinsic priors for model comparison in multivariate normal regression
• Power-expected-posterior priors for variable selection in Gaussian linear models
• A Bayesian nonparametric multiple testing procedure for comparing several treatments against a control
• Prior distributions for objective Bayesian analysis
• Learning Markov equivalence classes of directed acyclic graphs: an objective Bayes approach
• Intrinsic priors for objective Bayesian model selection
• Mixtures of \(g\)-priors in generalized linear models
• Intrinsic inference model for finite populations of dependent random vectors
• Detection of Hidden Additivity and Inference Under Model Uncertainty for Unreplicated Factorial Studies via Bayesian Model Selection and Averaging
• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• Methods and Tools for Bayesian Variable Selection and Model Averaging in Normal Linear Regression
• Calibrated Bayes factors under flexible priors
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models
• Classical, Bayesian and intrinsic inference

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