Criteria for Bayesian model choice with application to variable selection

DOI10.1214/12-AOS1013zbMath1257.62023arXiv1209.5240OpenAlexW2013901661MaRDI QIDQ693737

Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.5240

zbMATH Keywords

model selection objective Bayes

Mathematics Subject Classification ID

Multivariate analysis (62H99) Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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