Title: COMPSTAT 2010 TUTORIAL Bayesian discrimination between embedded models
Abstract: We aim at presenting the most standard approaches to the approximation of Bayes factors. The Bayes factor is a fundamental procedure that stands at the core of the Bayesian theory of testing hypotheses, at least in the approach advocated by both Jeffreys (1939) and by Jaynes (2003). Given an hypothesis H0 : θ ∈ Θ0 on the parameter θ ∈ Θ of a statistical model, with density f(y|θ), under a compatible prior of the form
Publication Year: 2010
Publication Date: 2010-01-01
Language: en
Type: article
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