On the normalized maximum likelihood and Bayesian decision theory

DOI10.1016/J.JMP.2006.07.005zbMATH Open1194.62008OpenAlexW2111126840MaRDI QIDQ867987FDOQ867987

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

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zbMATH Keywords

model selectionBayesian nonparametrics

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Bayesian analysis of some nonparametric problems
• Expected information as ecpected utility
• Bayesian nonparametrics
• Bayesian nonparametric model selection and model testing
• Model selection by normalized maximum likelihood
• Strong optimality of the normalized ML models as universal codes and information in data
• Statistical Decision Problems and Bayesian Nonparametric Methods

Cited In (10)

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

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