Bayesian model selection and model averaging
Bayesian model selection and model averaging
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DOI：
10.1006/jmps.1999.1278
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发表时间：
2000-03-01
影响因子：
1.8
通讯作者：
Wasserman, L
中科院分区：
文献类型：
--
作者：
Wasserman, L
本文回顾了模型选择和模型平均的贝叶斯方法。在这篇评论中，我强调基于非信息先验的客观贝叶斯方法。我还将讨论实现细节和近似值。以及其他方法的关系。 (C) 2000 年学术出版社。
This paper reviews the Bayesian approach to model selection and model averaging. In this review, I emphasize objective Bayesian methods based on noninformative priors. I will also discuss implementation details, approximations. and relationships ro other methods. (C) 2000 Academic Press.