Expected-posterior prior distributions for model selection
Publication
, Journal Article
Pérez, JM; Berger, JO
Published in: Biometrika
December 1, 2002
We consider the problem of comparing parametric models using a Bayesian approach. A new method of developing prior distributions for the model parameters is presented, called the expected-posterior prior approach. The idea is to define the priors for all models from a common underlying predictive distribution, in such a way that the resulting priors are amenable to modern Markov chain Monte Carlo computational techniques. The approach has subjective Bayesian and default Bayesian implementations, and overcomes the most significant impediment to Bayesian model selection, that of ensuring that prior distributions for the various models are appropriately compatible. © 2002 Biometrika Trust.
Duke Scholars
Published In
Biometrika
DOI
ISSN
0006-3444
Publication Date
December 1, 2002
Volume
89
Issue
3
Start / End Page
491 / 511
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Pérez, J. M., & Berger, J. O. (2002). Expected-posterior prior distributions for model selection. Biometrika, 89(3), 491–511. https://doi.org/10.1093/biomet/89.3.491
Pérez, J. M., and J. O. Berger. “Expected-posterior prior distributions for model selection.” Biometrika 89, no. 3 (December 1, 2002): 491–511. https://doi.org/10.1093/biomet/89.3.491.
Pérez JM, Berger JO. Expected-posterior prior distributions for model selection. Biometrika. 2002 Dec 1;89(3):491–511.
Pérez, J. M., and J. O. Berger. “Expected-posterior prior distributions for model selection.” Biometrika, vol. 89, no. 3, Dec. 2002, pp. 491–511. Scopus, doi:10.1093/biomet/89.3.491.
Pérez JM, Berger JO. Expected-posterior prior distributions for model selection. Biometrika. 2002 Dec 1;89(3):491–511.
Published In
Biometrika
DOI
ISSN
0006-3444
Publication Date
December 1, 2002
Volume
89
Issue
3
Start / End Page
491 / 511
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0103 Numerical and Computational Mathematics