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13.660 Articles in journals published by the UPC
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Comparing and calibrating discrepancy measures for Bayesian model selection

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Horra, Julián de la
Rodríguez-Bernal, María Teresa
Document typeArticle
Defense date2012
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 3.0 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 3.0 Spain
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
CitationHorra, Julián de la; Rodríguez-Bernal, María Teresa. Comparing and calibrating discrepancy measures for Bayesian model selection. "SORT", vol. 36, núm. 1, p. 69-80. 
URIhttp://hdl.handle.net/2099/13288
ISSN1696-2281
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