On the normalized maximum likelihood and Bayesian decision theory

DOI10.1016/J.JMP.2006.07.005MaRDI QIDQ867987zbMATH OpenOpenAlexFDO

Authors George Karabatsos, Stephen G. Walker

Publication date 19 February 2007

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmp.2006.07.005

zbMATH Keywords

model selectionBayesian nonparametrics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian problems; characterization of Bayes procedures (62C10)

Recommendations

• Rejoinder on the normalized maximum likelihood and Bayesian decision theory: reply to Grünwald and Navarro (2009)
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Cites work

• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 3444596 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• Bayesian nonparametric model selection and model testing
• Bayesian nonparametrics
• Expected information as ecpected utility
• Model selection by normalized maximum likelihood
• Statistical Decision Problems and Bayesian Nonparametric Methods
• Strong optimality of the normalized ML models as universal codes and information in data

Cited in

(10)

• The flexibility of models of recognition memory: an analysis by the minimum-description length principle
• Rejoinder on the normalized maximum likelihood and Bayesian decision theory: reply to Grünwald and Navarro (2009)
• Model selection with informative normalized maximum likelihood: data prior and model prior
• Variable selection in linear regression: several approaches based on normalized maximum likelihood
• On some properties of the NML estimator for Bernoulli strings
• NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data
• The flexibility of models of recognition memory: the case of confidence ratings
• Normalized ML and the MDL principle for variable selection in linear regression

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