Showing 1 - 10 of 10
type="main" xml:id="rssb12062-abs-0001"> <title type="main">Summary</title> <p>The essentials of our paper of 2002 are briefly summarized and compared with other criteria for model comparison. After some comments on the paper's reception and influence, we consider criticisms and proposals forimprovement made by us and others.
Persistent link: https://www.econbiz.de/10011036401
We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information theoretic argument we derive a measure "p"<sub>"D"</sub> for the effective number of parameters in a model as the difference between the posterior mean of the...
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We consider the construction of perfect samplers for posterior distributions associated with mixtures of exponential families and conjugate priors, starting with a perfect slice sampler in the spirit of Mira and co-workers. The methods rely on a marginalization akin to Rao-Blackwellization and...
Persistent link: https://www.econbiz.de/10005203053
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type="main" xml:id="rssb12056-abs-0001" <title type="main">Summary</title> <p>The choice of the summary statistics that are used in Bayesian inference and in particular in approximate Bayesian computation algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used...</p>
Persistent link: https://www.econbiz.de/10011148305
Reversible jump methods are the most commonly used Markov chain Monte Carlo tool for exploring variable dimension statistical models. Recently, however, an alternative approach based on birth-and-death processes has been proposed by Stephens for mixtures of distributions. We show that the...
Persistent link: https://www.econbiz.de/10005140201
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