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The Dependence of Routine Bayesian Model Selection Methods on Irrelevant Alternatives
Bayesian Model Selection Methods Alternatives
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...
Nonparametric Bayesian model selection and averaging
Adaptation rate of convergence Bayes factor rate of contraction
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...