Estimating the evidence – a review

作者: Nial Friel , Jason Wyse

DOI: 10.1111/J.1467-9574.2011.00515.X

关键词:

摘要: The model evidence is a vital quantity in the comparison of statistical models under Bayesian paradigm. This study presents review commonly used methods. We outline some guidelines and offer practical advice. reviewed methods are compared for two examples; non-nested Gaussian linear regression covariate subset selection logistic regression.

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