Training samples in objective Bayesian model selection
نویسندگان
چکیده
منابع مشابه
Training Samples in Objective Bayesian Model Selection
Central to several objective approaches to Bayesian model selection is the use of training samples (subsets of the data), so as to allow utilization of improper objective priors. The most common prescription for choosing training samples is to choose them to be as small as possible, subject to yielding proper posteriors; these are called minimal training samples. When data can vary widely in te...
متن کاملTraining Samples in Objective Bayesian Model Selection 1
Central to several objective approaches to Bayesian model selection is the use of training samples (subsets of the data), so as to allow utilization of improper objective priors. The most common prescription for choosing training samples is to choose them to be as small as possible, subject to yielding proper posteriors; these are called minimal training samples. When data can vary widely in te...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/009053604000000229