A Bayesian predictive approach to model selection.
From MaRDI portal
Publication:5931400
DOI10.1016/S0378-3758(00)00172-5zbMath1072.62537WikidataQ58228985 ScholiaQ58228985MaRDI QIDQ5931400
Stephen G. Walker, Eduardo Gutiérrez-Peña
Publication date: 2001
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00172-5
62F15: Bayesian inference
Related Items
On model selection in Bayesian regression, Bayesian model learning based on predictive entropy, Objective parametric model selection procedures from a Bayesian nonparametric perspective, Risk analysis and decision theory: a bridge, A survey of Bayesian predictive methods for model assessment, selection and comparison, Bayesian model selection: a predictive approach with losses based on distances \(L^1\) and \(L^2\), Bayesian nonparametric model selection and model testing, Statistical Decision Problems and Bayesian Nonparametric Methods, Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach, Model Selection Using Conditional Densities, Bayesian Model Selection: Measuring the χ2Discrepancy with the Uniform Distribution
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Expected information as ecpected utility
- A Bayesian analysis of some nonparametric problems
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Model choice: a minimum posterior predictive loss approach
- Minimum Distance and Robust Estimation
- A Predictive Approach to Model Selection
- A note on the scale parameter of the dirichlet process
- Asymptotic Distribution of P Values in Composite Null Models
- Limiting Behavior of Posterior Distributions when the Model is Incorrect