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Bayesian Model Selection and Statistical Modeling

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Bayesian Model Selection and Statistical Modeling by Ando; Tomohiro, 9781439836149
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  • ISBN: 9781439836149 | 1439836140
  • Cover: Hardcover
  • Copyright: 5/27/2010
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Bayesian model selection is a fundamental part of the Bayesian statistical modeling process. The quality of these solutions usually depends on the goodness of the constructed Bayesian model. Realizing how crucial this issue is, many researchers and practitioners have been extensively investigating the Bayesian model selection problem. This book provides comprehensive explanations of the concepts and derivations of the Bayesian approach for model selection and related criteria, including the Bayes factor, the Bayesian information criterion (BIC), the generalized BIC, and the pseudo marginal likelihood. It also includes a wide range of practical examples of model selection criteria.

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