Comparing and calibrating discrepancy measures for Bayesian model selection
Visualitza/Obre
Estadístiques de LA Referencia / Recolecta
Inclou dades d'ús des de 2022
Cita com:
hdl:2099/13288
Tipus de documentArticle
Data publicació2012
EditorInstitut d'Estadística de Catalunya
Condicions d'accésAccés obert
Llevat que s'hi indiqui el contrari, els
continguts d'aquesta obra estan subjectes a la llicència de Creative Commons
:
Reconeixement-NoComercial-SenseObraDerivada 3.0 Espanya
Abstract
Different approaches have been considered in the literatur
e for the problem of Bayesian model
selection. Recently, a new method was introduced and analys
ed in De la Horra (2008) by
minimizing the posterior expected discrepancy between the
set of data and the Bayesian model,
where the chi-square discrepancy was used. In this article,
several discrepancy measures are
considered and compared by simulation, and it is obtained th
at the chi-square discrepancy is
reasonable to use. Then, an easy method for calibrating disc
repancies is proposed, and the
behaviour of this approach is studied on simulated data. Fin
ally, a set of real data is analysed
CitacióHorra, Julián de la; Rodríguez-Bernal, María Teresa. Comparing and calibrating discrepancy measures for Bayesian model selection. "SORT", vol. 36, núm. 1, p. 69-80.
ISSN1696-2281
Fitxers | Descripció | Mida | Format | Visualitza |
---|---|---|---|---|
36.1.3.de la horra-etal.pdf | 122,1Kb | Visualitza/Obre |