Integral priors and constrained imaginary training samples for nested and non-nested Bayesian model comparison

DOI10.1214/13-BA812MaRDI QIDQ908005zbMATH OpenFDO

Authors Juan Antonio Cano, Diego Salmerón

Publication date 2 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1369407556

zbMATH Keywords

Bayes factorBayesian model selectionintegral priorsintrinsic priors

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15)

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(7)

• Integral equation solutions as prior distributions for Bayesian model selection
• Prior distributions for objective Bayesian analysis
• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
• Integral priors for Bayesian model selection: how they operate from simple to complex cases
• Calibrated Bayes factors under flexible priors
• An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
• On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model

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