Bayesian model choice based on Monte Carlo estimates of posterior model probabilities

DOI10.1016/j.csda.2004.08.001zbMath1330.62115OpenAlexW1994749633MaRDI QIDQ959164

Peter Congdon

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.08.001

zbMATH Keywords

Bayes factormodel choiceparallel samplingposterior model probabilityproduct space search

Mathematics Subject Classification ID

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Uses Software

• BayesDA

Cites Work

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• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• On Bayesian model and variable selection using MCMC
• Bayesian predictive model comparison via parallel sampling
• A Bayesian model selection method with applications
• A default Bayesian test for the number of components in a mixture
• Monte Carlo methods in Bayesian computation
• Bayesian model selection and model averaging
• Marginal Likelihood from the Gibbs Output
• Approximate Bayes factors and accounting for model uncertainty in generalised linear models
• Bayesian Methods for Hidden Markov Models
• Methods and Criteria for Model Selection
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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