Some connections between Bayesian and non-Bayesian methods for regression model selection

DOI10.1016/S0167-7152(02)00048-2zbMath0996.62020MaRDI QIDQ1613040

Faming Liang

Publication date: 5 September 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

MAPBayes factorvariable selectionKullback-Leibler distanceFPE(alpha) criterion

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Monte Carlo methods (65C05)

Cites Work

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• Equation of State Calculations by Fast Computing Machines
• Linear Model Selection by Cross-Validation
• Monte Carlo sampling methods using Markov chains and their applications
• Some Comments on C P

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