On Model Comparison: Application of Savage-Dickey Density Ratio to Bayes Factor
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چکیده
منابع مشابه
An encompassing prior generalization of the Savage-Dickey density ratio
An encompassing prior (EP) approach to facilitate Bayesian model selection for nested models with inequality constraints has been previously proposed. In this approach, samples are drawn from the prior and posterior distributions of an encompassing model that contains an inequality restricted version as a special case. The Bayes factor in favor of the inequality restriction then simplifies to t...
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ژورنال
عنوان ژورنال: Asian Journal of Probability and Statistics
سال: 2020
ISSN: 2582-0230
DOI: 10.9734/ajpas/2020/v6i330162