Approximate Bayesian Model Selection with the Deviance Statistic
نویسندگان
چکیده
منابع مشابه
Approximate Bayesian Model Selection with the Deviance Statistic
Bayesian model selection poses two main challenges: the specification of parameter priors for all models, and the computation of the resulting Bayes factors between models. There is now a large literature on automatic and objective parameter priors in the linear model. One important class are g-priors, which were recently extended from linear to generalized linear models (GLMs). We show that th...
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2015
ISSN: 0883-4237
DOI: 10.1214/14-sts510