Estimating the evidence - a review.
In: Statistica Neerlandica, Jg. 66 (2012-08-01), Heft 3, S. 288-308
Online
academicJournal
Zugriff:
The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This study presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed methods are compared for two examples; non-nested Gaussian linear regression and covariate subset selection in logistic regression. [ABSTRACT FROM AUTHOR]
Titel: |
Estimating the evidence - a review.
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Autor/in / Beteiligte Person: | Friel, Nial ; Wyse, Jason |
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Zeitschrift: | Statistica Neerlandica, Jg. 66 (2012-08-01), Heft 3, S. 288-308 |
Veröffentlichung: | 2012 |
Medientyp: | academicJournal |
ISSN: | 0039-0402 (print) |
DOI: | 10.1111/j.1467-9574.2011.00515.x |
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