Posterior model probabilities via path‐based pairwise priors

James O. Berger and German Molina

Statistica Neerlandica, 2005, vol. 59, issue 1, 3-15

Abstract: We focus on Bayesian model selection for the variable selection problem in large model spaces. The challenge is to search the huge model space adequately, while accurately approximating model posterior probabilities for the visited models. The issue of choice of prior distributions for the visited models is also important.

Date: 2005
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