Model selection: Full Bayesian approach

Carlos Alberto de Bragança Pereira; Julio Michael Stern

doi:10.1002/env.482

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Model selection: Full Bayesian approach

Carlos Alberto de Bragança Pereira Julio Michael Stern

Year: 2001 Journal: Environmetrics Vol: 12 (6)Pages: 559-568 Publisher: Wiley

DOI: 10.1002/env.482

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Abstract

Abstract We show how the Full Bayesian Significance Test (FBST) can be used as a model selection criterion. The FBST was presented in Pereira and Stern as a coherent Bayesian significance test. Copyright © 2001 John Wiley & Sons, Ltd.

Keywords:

Bayesian probability Stern Selection (genetic algorithm) Econometrics Statistics Computer science Mathematics Artificial intelligence Engineering

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Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Bayesian Methods and Mixture Models

Physical Sciences → Computer Science → Artificial Intelligence

Model selection: Full Bayesian approach

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