Fractional Bayes factors for model comparison
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Summary
Property of partial Bayes factors are discussed, particularly in the context of weak prior information, and they are found to have advantages over other proposed methods of model comparison.
- Type
- article
- Published
- 1995-01-01
- Cited by
- 808
- References
- 35
- OpenAlex
- https://openalex.org/W42051514
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:117157696
Keywords
Bayes factor, Bayes' theorem, Bayesian probability, Robustness (evolution), Context (archaeology)
References
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- A Predictive Approach to Model Selection
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- Posterior Predictive p-Values
- An analysis of models for the dilution and adulteration of fruit juice
- Hyper Markov Laws in the Statistical Analysis of Decomposable Graphical Models
- Kendall's advanced theory of statistics
- Bayesian analysis of a Poisson process with a change-point
- Note on the use of stepwise regression in detecting outliers.
- Bayesianly Justifiable and Relevant Frequency Calculations for the Applied Statistician
- Bayes Factors for Outlier Models Using the Device of Imaginary Observations
- Problems and solutions in theoretical statistics
- A Further Look at Robustness via Bayes's Theorem
- Model choice in contingency table analysis using the Posterior Bayes Factor
- Approximate Bayes factors and accounting for model uncertainty in generalised linear models
Cited by
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- Empirical Bayes Gibbs sampling.
- Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
- Objective Bayes Criteria for Variable Selection
- Understanding Financial Market Volatility
- Modeling and Short-Term Forecasting of New South Wales Electricity System Load
- Bayesian One-Sided Testing for the Ratio of Poisson Means
- Bayesian Maximum a posteriori Multiple Testing Procedure
- Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates
- Essays on Bayesian Analysis of Time Varying Economic Patterns
- NONPARAMETRIC BAYESIAN MULTIPLE HYPOTHESIS TESTING OF AUTOREGRESSIVE TIME SERIES
- Objective Bayesian Variable Selection for Censored Data
- ACCURATE AND STABLE BAYESIAN MODEL SELECTION: THE MEDIAN INTRINSIC BAYES FACTOR*
- Intelligent Data Engineering and Automated Learning — IDEAL 2002
- Bayesian Testing for the Shape Parameter of Gamma Distribution : An Encompassing Approach
- Model Averaging Methods for Weight Trimming
- Bayesian Cognitive Modeling: A Practical Course
- The Fractional Bayes Factor Approach to the Bayesian Testing of the Weibull Shape Parameter
- Default Bayesian testing for the bivariate normal correlation coefficient
- Bayesian Test for Equality of Coefficients of Variation in the Normal Distributions
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