Some Bayesian predictive approaches to model selection

DOI10.1016/J.SPL.2005.04.012MaRDI QIDQ2485549zbMATH OpenOpenAlexFDO

Authors Jayanta K. Ghosh, James O. Berger, Nitai D. Mukhopadhyay

Publication date 5 August 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2005.04.012

zbMATH Keywords

Bayes factorTraining sample

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

• scientific article; zbMATH DE number 469327 (Why is no real title available?)
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• Approximations and consistency of Bayes factors as model dimension grows
• Optimal predictive model selection.
• Stochastic complexity and modeling
• The Intrinsic Bayes Factor for Model Selection and Prediction
• The Predictive Sample Reuse Method with Applications

Cited in

(10)

• scientific article; zbMATH DE number 5957252 (Why is no real title available?)
• scientific article; zbMATH DE number 2199136 (Why is no real title available?)
• Bayesian averaging, prediction and nonnested model selection
• scientific article; zbMATH DE number 5957449 (Why is no real title available?)
• A Bayesian predictive approach to model selection.
• Model selection using the estimative and the approximate \(p^*\) predictive densities
• Bayes factors for comparison of restricted simple linear regression coefficients
• Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach
• Estimation of atom prevalence for optimal prediction
• Training samples in objective Bayesian model selection.

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