Approximations and consistency of Bayes factors as model dimension grows
Approximations and consistency of Bayes factors as model dimension grows
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DOI：
10.1016/s0378-3758(02)00336-1
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发表时间：
2003-03-01
影响因子：
0.9
通讯作者：
Mukhopadhyay, N
中科院分区：
文献类型：
--
作者：
Berger, JO;Ghosh, JK;Mukhopadhyay, N
Stone (J. Roy. Statist. Soc. Ser. B 41 (1979) 276) 表明 BIC 可能无法渐近一致。但请注意，BIC 是作为模型之间贝叶斯因子的渐近近似而开发的，并且该近似仅在某些条件下有效。Stone 的反例出现在 BIC 不是充分近似的情况下。我们开发了一些新的贝叶斯因子近似值，这些近似值对于 Stone (1979) 中考虑的情况有效，并讨论了相关的一致性问题。 (C) 2002 Elsevier Science B.V. 保留所有权利。
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. (C) 2002 Elsevier Science B.V. All rights reserved.