Consistency of Bayesian procedures for variable selection
نویسندگان
چکیده
منابع مشابه
Consistency of Bayesian Procedures for Variable Selection
It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here we go beyond the ∗Distinguished Professor, Department of Statistics, University of Florida, Gainesville, FL 32611. Supported by National Science Foundation Grant DMS-04-05543. Email: [email protected]. †Professor,...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/08-aos606