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

DOI10.1214/13-BA812zbMATH Open1329.62118MaRDI QIDQ908005FDOQ908005

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

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zbMATH Keywords

Bayes factorBayesian model selectionintrinsic priorsintegral priors

Mathematics Subject Classification ID

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

Cited In (7)

• On the consistency of the objective Bayes factor for the integral priors in the one-way random effects model
• 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
• Integral equation solutions as prior distributions for Bayesian model selection
• Calibrated Bayes factors under flexible priors
• An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression

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