On the safe use of prior densities for Bayesian model selection
type: Item
instance of: scholarly article
title: On the safe use of prior densities for Bayesian model selection
zbMATH Open document ID: 1544.621
author: Fernando Rodriguez Llorente
author: Luca Martino
author: Ernesto Curbelo
author: Javier López-Santiago
author: David Delgado
published in: Wiley Interdisciplinary Reviews. WIREs Computational Statistics
publication date: 2024-09-11T00:00:00Z
Mathematics Subject Classification ID: 62-08
zbMATH DE Number: 7910631
zbMATH Keywords: AIC
zbMATH Keywords: Bayesian evidence
zbMATH Keywords: BIC
zbMATH Keywords: improper priors
zbMATH Keywords: information criteria
zbMATH Keywords: marginal likelihood
zbMATH Keywords: model selection
zbMATH Keywords: posterior predictive
MaRDI profile type: MaRDI publication profile
cites work: Q4272609
cites work: Criteria for Bayesian model choice with application to variable selection
cites work: The formal definition of reference priors
cites work: The Intrinsic Bayes Factor for Model Selection and Prediction
cites work: Q3865268
cites work: Q4293547
cites work: Q5483032
cites work: A Comparison of Marginal Likelihood Computation Methods
cites work: Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
cites work: Marginal Likelihood From the Metropolis–Hastings Output
cites work: Prior distributions for objective Bayesian analysis
cites work: Power-expected-posterior priors for variable selection in Gaussian linear models
cites work: Q4195812
cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder).
cites work: Probability, statistics, and the theory of errors.
cites work: Bayes Factors
cites work: The Selection of Prior Distributions by Formal Rules
cites work: Information criteria and statistical modeling.
cites work: Mixtures of g Priors for Bayesian Variable Selection
cites work: A STATISTICAL PARADOX
cites work: Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
cites work: Q4457477
cites work: Q4322324
cites work: Expected-posterior prior distributions for model selection
cites work: Empirical Bayes methods in classical and Bayesian inference
cites work: Comparison of Bayesian predictive methods for model selection
cites work: Q4828566
cites work: Balancing Sparsity and Power: Likelihoods, Priors, and Misspecification
cites work: Estimating the dimension of a model
cites work: Bayesian Measures of Model Complexity and Fit
cites work: Q3968299
cites work: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
cites work: A survey of Bayesian predictive methods for model assessment, selection and comparison
cites work: On the mathematics of the Jeffreys–Lindley paradox
cites work: Q3802438
DOI: 10.1002/WICS.1595
description: scientific article; zbMATH DE number 7910631