Assessment of two approximation methods for computing posterior model probabilities

Computational Statistics and Data Analysis

Volumn 48, Issue 2, 2005, Pages 221-234

  Boone, Edward L ^a   Ye, Keying ^a   Smith, Eric P ^a  

^a UNIVERSITY OF NORTH CAROLINA WILMINGTON   (United States)

Author keywords

Bayesian model averaging; Laplace approximation; Model selection; Schwarz Bayesian information criterion; Variable assessment

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTATIONAL METHODS; COMPUTER SIMULATION; LAPLACE TRANSFORMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY; REGRESSION ANALYSIS; STATISTICAL METHODS;

BAYESIAN MODEL AVERAGING; LAPLACE APPROXIMATION; MODEL SELECTION; SCHWARZ BAYESIAN INFORMATION CRITERION; VARIABLE ASSESSMENT;

APPROXIMATION THEORY;

EID: 9944244928     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.01.005     Document Type: Article

References (18)

1. Chickering, D., Heckerman, D., 1997. Efficient approximations for the marginal likelihood of Bayesian networks with hidden variables. Mach. Learning 29, 181-212.
2. Clyde, M., 2000. Model uncertainty and health effect studies for particulate matter. Environmetrics 6, 745-763.
3. Hoeting, J.A., Madigan, D., Raftery, A.E., Volinsky, C.T., 1999. Bayesian model averaging: a tutorial. Statist. Sci. 14, 382-417.
4. Kass, R.E., Raftery, A.E., 1995. Bayes factors. J. Amer. Statist. Assoc. 90, 773-795.
5. Kass, R., Wasserman, L., 1995. A reference Bayesian test for nested hypotheses and its relationship to the Schwarz criterion. J. Amer. Statist. Assoc. 90, 928-934.
6. Lamon, E.C., Clyde, M.A., 2000. Accounting for model uncertainty in prediction of chlorophyll A in lake Okeechobee. J. Agri. Biol. Environ. Statist. 5, 297-322.
7. Lipkovich, L., 2002. Bayesian model averaging and variable selection in multivariate ecological models. Unpublished Ph.D. Dissertation, Virginia Polytechnic Institute and State University, Blacksburg, VA.
8. Madigan, D., York, J., 1995. Bayesian graphical models for discrete data. Internat. Statist. Rev. 63, 215-232.
9. Murphy, M., Wang, D., 2001. Do previous birth interval and maternal education influence infant survival? A Bayesian model averaging analysis of Chinese data. Popul. Stud. 55, 37-48.
10. Noble, R., 2000. Multivariate applications of Bayesian model averaging. Unpublished Ph.D. Dissertation, Virginia Polytechnic Institute and State University, Blacksburg, VA.
11. Raftery, A.E., 1996. Approximate Bayes factors and accounting for model uncertainty in generalised linear models. Biometrika 83, 251-266.
12. Raftery, A.E., 1999. Bayes factors and BIC. Sociological Methods Res. 27, 411-421.
13. Raftery, A.E., Madigan, D., Hoeting, J.A., 1997. Bayesian model averaging for linear regression models. J. Amer. Statist. Assoc. 92, 179-191.
14. Raiffa, H., Schlaifer, R., 1961. Applied Statistical Decision Theory. MIT Press, Cambridge, MA.
15. Schwartz, G., 1978. Estimating the dimension of a model. Ann. Statist. 6, 461-464.
16. Tierney, L., Kadane, J.B., 1986. Accurate approximations for posterior moments and marginal densities. J. Amer. Statist. Assoc. 81, 82-86.
17. Viallefont, V., Raftery, A.E., Richardson, S., 2001. Variable selection and Bayesian model averaging in case control studies. Statist. Med. 20, 3215-3230.
18. Weakliem, D.L., 1999. A critique of the Bayesian information criterion for model selection. Sociological Methods Res. 27, 359-397.