On the safe use of prior densities for Bayesian model selection

DOI10.1002/WICS.1595MaRDI QIDQ6602003zbMATH OpenFDO

Authors Fernando Rodriguez Llorente, Luca Martino, Ernesto Curbelo, Javier López-Santiago, David Delgado

Publication date 11 September 2024

Published in Wiley Interdisciplinary Reviews. WIREs Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

model selectionBICAICinformation criteriamarginal likelihoodposterior predictiveimproper priorsBayesian evidence

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cited in

(2)

• Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals
• A note on the area under the likelihood and the fake evidence for model selection

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