Bayes factors, relations to minimum description length, and overlapping model classes

DOI10.1016/j.jmp.2015.11.002zbMath1357.62131OpenAlexW2235963786MaRDI QIDQ296927

Peter D. Grünwald, Richard M. Shiffrin, Suyog H. Chandramouli

Publication date: 24 June 2016

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://ir.cwi.nl/pub/23908

zbMATH Keywords

model selectionBayes factorminimum description lengthnormalized maximum likelihoodoverlapping model classesshared instances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Bayesian inference (62F15)

Related Items (3)

Extending Bayesian induction ⋮ An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys ⋮ Selecting amongst multinomial models: an apologia for normalized maximum likelihood

Uses Software

• JAGS
• Stan

Cites Work

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• One Size Does Not Fit All: Proposal for a Prior-adapted BIC
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