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The Dependence of Routine Bayesian Model Selection Methods on Irrelevant Alternatives
Bayesian Model Selection Methods Alternatives
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2012/9/17
Bayesian methods - either based on Bayes Factors or BIC - are now widely used for model selection. One property that might reasonably be demanded of any model
selection method is that if a modelM1 is...
Application of Bayesian model inadequacy criterion for multiple data sets to radial velocity models of exoplanet systems
Methods Statistical – Techniques Radial velocities – Stars Individual: GJ 581 HD 217107 υ Andromedae
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2011/7/7
We present a simple mathematical criterion for determining whether a given statistical model does not describe several independent sets of measurements, or data modes, adequately. We derive this crite...
Nonparametric Bayesian model selection and averaging
Adaptation rate of convergence Bayes factor rate of contraction
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2009/9/16
We consider nonparametric Bayesian estimation of a probability density p based on a random sample of size n from this density using a hierarchical prior. The prior consists, for instance, of prior wei...