On Bayesian model and variable selection using MCMC

On Bayesian model and variable selection using MCMC
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DOI:
10.1023/a:1013164120801
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发表时间:
2002-01-01
影响因子:
2.2
通讯作者:
Ntzoufras, I
Ntzoufras, I
中科院分区:
数学2区
文献类型:
--
作者:
Dellaportas, P;Forster, JJ;Ntzoufras, I

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已经提出了几种MCMC方法来估计存在模型不确定性的模型概率和相关的“模型平均”后验分布。我们讨论,比较,开发和说明这些方法中的几个,重点是它们之间的连接。
Several MCMC methods have been proposed for estimating probabilities of models and associated 'model-averaged' posterior distributions in the presence of model uncertainty. We discuss, compare, develop and illustrate several of these methods, focussing on connections between them.