Per citar aquest document: http://ddd.uab.cat/record/97727
Comparing and calibrating discrepancy measures for Bayesian model selection
Horra, Julián de la
Rodríguez Bernal, María Teresa

Data: 2012
Resum: Different approaches have been considered in the literature for the problem of Bayesian model selection. Recently, a new method was introduced and analysed 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 that the chi-square discrepancy is reasonable to use. Then, an easy method for calibrating discrepancies is proposed, and the behaviour of this approach is studied on simulated data. Finally, a set of real data is analysed.
Drets: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Llengua: Anglès
Document: article ; recerca ; publishedVersion
Matèria: Bayesian model selection ; Discrepancy measure ; Calibration ; Posterior expected discrepancy
Publicat a: SORT : statistics and operations research transactions, Vol. 36, Núm. 1 (January-June 2012) , p. 69-80, ISSN 1696-2281



12 p, 122.2 KB
 Accés restringit a la UAB

El registre apareix a les col·leccions:
Articles > Articles publicats > SORT : Statistics and Operations Research Transactions
Articles > Articles de recerca

 Registre creat el 2012-07-24, darrera modificació el 2016-08-03



   Favorit i Compartir