메뉴 건너뛰기




Volumn 93, Issue 1-2, 2001, Pages 259-276

A Bayesian predictive approach to model selection

Author keywords

62A15; 62C99; 62E99; Bayesian model selection; Decision theory; Dirichlet process; Predictive distribution

Indexed keywords


EID: 0043195444     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(00)00172-5     Document Type: Article
Times cited : (21)

References (23)
  • 1
    • 0000584124 scopus 로고
    • Posterior Bayes factors (with discussion)
    • Aitkin M. Posterior Bayes factors (with discussion). J. Roy. Statist. Soc. B. 53:1991;111-142.
    • (1991) J. Roy. Statist. Soc. B , vol.53 , pp. 111-142
    • Aitkin, M.1
  • 2
    • 0000708831 scopus 로고
    • Mixtures of Dirichlet processes with applications to Bayesian non-parametric problems
    • Antoniak C.E. Mixtures of Dirichlet processes with applications to Bayesian non-parametric problems. Ann. Statist. 2:1974;1152-1174.
    • (1974) Ann. Statist. , vol.2 , pp. 1152-1174
    • Antoniak, C.E.1
  • 3
    • 0042968606 scopus 로고    scopus 로고
    • p -values for composite null models
    • Duke University. (Available at
    • Bayarri, M.J., Berger, J.O., 1999. p -values for composite null models. ISDS Discussion Paper 98-40. Duke University. (Available at http: // www.stat.duke.edu /).
    • (1999) ISDS Discussion Paper , vol.98 , Issue.40
    • Bayarri, M.J.1    Berger, J.O.2
  • 4
    • 0000298252 scopus 로고    scopus 로고
    • The intrinsic Bayes factor for model selection and prediction
    • Berger J.O., Pericchi L.R. The intrinsic Bayes factor for model selection and prediction. J. Amer. Statist. Assoc. 91:1996;109-122.
    • (1996) J. Amer. Statist. Assoc. , vol.91 , pp. 109-122
    • Berger, J.O.1    Pericchi, L.R.2
  • 5
    • 0002269120 scopus 로고
    • Limiting behaviour of posterior distributions when the model is incorrect
    • Berk R.H. Limiting behaviour of posterior distributions when the model is incorrect. Ann. Math. Statist. 37:1966;51-58.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 51-58
    • Berk, R.H.1
  • 6
    • 0000626524 scopus 로고
    • Expected information as expected utility
    • Bernardo J.M. Expected information as expected utility. Ann. Statist. 7:1979;686-690.
    • (1979) Ann. Statist. , vol.7 , pp. 686-690
    • Bernardo, J.M.1
  • 8
    • 0002276308 scopus 로고
    • Assessment and propagation of model uncertainty (with discussion)
    • Draper D. Assessment and propagation of model uncertainty (with discussion). J. Roy. Statist. Soc. B. 57:1995;45-97.
    • (1995) J. Roy. Statist. Soc. B , vol.57 , pp. 45-97
    • Draper, D.1
  • 9
    • 0001120413 scopus 로고
    • A Bayesian analysis of some nonparametric problems
    • Ferguson T.S. A Bayesian analysis of some nonparametric problems. Ann. Statist. 1:1973;209-230.
    • (1973) Ann. Statist. , vol.1 , pp. 209-230
    • Ferguson, T.S.1
  • 10
    • 0001526195 scopus 로고
    • A predictive approach to model selection
    • Geisser S., Eddy W.F. A predictive approach to model selection. J. Amer. Statist. Assoc. 74:1979;153-160.
    • (1979) J. Amer. Statist. Assoc. , vol.74 , pp. 153-160
    • Geisser, S.1    Eddy, W.F.2
  • 11
    • 0001803816 scopus 로고
    • Model determination using sampling-based methods.
    • W. Gilks, S. Richardson, & D. Spiegelhalter. London: Chapman & Hall
    • Gelfand A.E. Model determination using sampling-based methods. Gilks W., Richardson S., Spiegelhalter D. Markov Chain Monte Carlo in Practice. 1995;145-161 Chapman & Hall, London.
    • (1995) Markov Chain Monte Carlo in Practice. , pp. 145-161
    • Gelfand, A.E.1
  • 12
    • 0000539315 scopus 로고
    • Bayesian model choice: Asymptotics and exact calculations
    • Gelfand A.E., Dey D.K. Bayesian model choice: asymptotics and exact calculations. J. Roy. Statist. Soc. B. 56:1994;501-514.
    • (1994) J. Roy. Statist. Soc. B , vol.56 , pp. 501-514
    • Gelfand, A.E.1    Dey, D.K.2
  • 13
    • 0000079228 scopus 로고
    • Model determination using predictive distributions with implementation via sampling-based methods.
    • J.M. Bernardo, J.O. Berger, A.P. Dawid, & A.F.M. Smith. Oxford: Oxford University Press
    • Gelfand A.E., Dey D.K., Chang H. Model determination using predictive distributions with implementation via sampling-based methods. Bernardo J.M., Berger J.O., Dawid A.P., Smith A.F.M. Bayesian Statistics, Vol. 4. 1992;147-167 Oxford University Press, Oxford.
    • (1992) Bayesian Statistics, Vol. 4. , pp. 147-167
    • Gelfand, A.E.1    Dey, D.K.2    Chang, H.3
  • 14
    • 0002799511 scopus 로고    scopus 로고
    • Model choice: A minimum posterior predictive loss approach
    • Gelfand A.E., Ghosh S. Model choice: a minimum posterior predictive loss approach. Biometrika. 85:1998;1-11.
    • (1998) Biometrika , vol.85 , pp. 1-11
    • Gelfand, A.E.1    Ghosh, S.2
  • 15
    • 0009918648 scopus 로고    scopus 로고
    • A Bayesian predictive semiparametric approach to variable selection and model comparison in regression
    • Istanbul, Turkey
    • Gutiérrez-Peña, E., 1997. A Bayesian predictive semiparametric approach to variable selection and model comparison in regression. Proceedings of the 51st Session of the ISI, Istanbul, Turkey, pp. 17-29.
    • (1997) Proceedings of the 51st Session of the ISI , pp. 17-29
    • Gutiérrez-Peña, E.1
  • 17
    • 0001857092 scopus 로고
    • Fractional Bayes factors for model comparison (with discussion)
    • O'Hagan A. Fractional Bayes factors for model comparison (with discussion). J. Roy. Statist. Soc. B. 57:1995;99-138.
    • (1995) J. Roy. Statist. Soc. B , vol.57 , pp. 99-138
    • O'Hagan, A.1
  • 19
    • 84946632766 scopus 로고
    • Theoretical explanation of observed decreasing failure rate
    • Proschan F. Theoretical explanation of observed decreasing failure rate. Technometrics. 5:1963;375-383.
    • (1963) Technometrics , vol.5 , pp. 375-383
    • Proschan, F.1
  • 22
    • 0000458172 scopus 로고
    • Bayes factors for linear and log-linear models with vague prior information
    • Spiegelhalter D.J., Smith A.F.M. Bayes factors for linear and log-linear models with vague prior information. J. Roy. Statist. Soc. B. 44:1982;377-387.
    • (1982) J. Roy. Statist. Soc. B , vol.44 , pp. 377-387
    • Spiegelhalter, D.J.1    Smith, A.F.M.2
  • 23
    • 0031537192 scopus 로고    scopus 로고
    • A note on the scale parameter of the Dirichlet process
    • Walker S.G., Mallick B.K. A note on the scale parameter of the Dirichlet process. Canad. J. Statist. 25:1998;473-479.
    • (1998) Canad. J. Statist. , vol.25 , pp. 473-479
    • Walker, S.G.1    Mallick, B.K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.