Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models

DOI10.1007/s40300-017-0110-6zbMath1392.62071OpenAlexW2620114261MaRDI QIDQ1689538

Ioannis Ntzoufras, Dimitris Fouskakis

Publication date: 12 January 2018

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-017-0110-6

zbMATH Keywords

Bayes factorsBayesian variable selectionexpected-posterior priorsGaussian linear modelsobjective model selection methodspower-expected-posterior priorsinformation consistencyimaginary training samples

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

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Prior distributions for objective Bayesian analysis, Power-expected-posterior priors for generalized linear models, Learning Markov equivalence classes of directed acyclic graphs: an objective Bayes approach, Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing, Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models

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