Approximations and consistency of Bayes factors as model dimension grows
Publication
, Journal Article
Berger, JO; Ghosh, JK; Mukhopadhyay, N
Published in: Journal of Statistical Planning and Inference
March 1, 2003
Stone (J. Roy. Statist. Soc. Ser. B 41 (1979) 276) showed that BIC can fail to be asymptotically consistent. Note, however, that BIC was developed as an asymptotic approximation to Bayes factors between models, and that the approximation is valid only under certain conditions. The counterexample of Stone arises in situations in which BIC is not an adequate approximation. We develop some new approximations to Bayes factors, that are valid for the situation considered in Stone (1979) and discuss related issues of consistency. © 2002 Elsevier Science B.V. All rights reserved.
Duke Scholars
Published In
Journal of Statistical Planning and Inference
DOI
ISSN
0378-3758
Publication Date
March 1, 2003
Volume
112
Issue
1-2
Start / End Page
241 / 258
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Berger, J. O., Ghosh, J. K., & Mukhopadhyay, N. (2003). Approximations and consistency of Bayes factors as model dimension grows. Journal of Statistical Planning and Inference, 112(1–2), 241–258. https://doi.org/10.1016/S0378-3758(02)00336-1
Berger, J. O., J. K. Ghosh, and N. Mukhopadhyay. “Approximations and consistency of Bayes factors as model dimension grows.” Journal of Statistical Planning and Inference 112, no. 1–2 (March 1, 2003): 241–58. https://doi.org/10.1016/S0378-3758(02)00336-1.
Berger JO, Ghosh JK, Mukhopadhyay N. Approximations and consistency of Bayes factors as model dimension grows. Journal of Statistical Planning and Inference. 2003 Mar 1;112(1–2):241–58.
Berger, J. O., et al. “Approximations and consistency of Bayes factors as model dimension grows.” Journal of Statistical Planning and Inference, vol. 112, no. 1–2, Mar. 2003, pp. 241–58. Scopus, doi:10.1016/S0378-3758(02)00336-1.
Berger JO, Ghosh JK, Mukhopadhyay N. Approximations and consistency of Bayes factors as model dimension grows. Journal of Statistical Planning and Inference. 2003 Mar 1;112(1–2):241–258.
Published In
Journal of Statistical Planning and Inference
DOI
ISSN
0378-3758
Publication Date
March 1, 2003
Volume
112
Issue
1-2
Start / End Page
241 / 258
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 0104 Statistics