Advanced search

Browse by subject

Browse by provider

Browse by language

Content Details
Normal View
CIP View

Bayesian Model Selection Based on Proper...

Dawid, A. Philip...

Free

Share this content

Bayesian Model Selection Based on Proper Scoring Rules by Dawid, A. Philip ( Author )

Content Provider	Lemonjar Open Access
Publisher	N.A
Publication Date	18-09-2014
Summary	Bayesian model selection with improper priors is not well-defined because of the dependence of the marginal likelihood on the arbitrary scaling constants of the within-model prior densities. We show how this problem can be evaded by replacing marginal log-likelihood by a homogeneous proper scoring rule, which is insensitive to the scaling constants. Suitably applied, this will typically enable consistent selection of the true model.
ISBN	-
Item Type	Article
File Type	pdf
File Size	36.88 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	https://arxiv.org/abs/1409.5291

Citation

Review the full bibliography data and make any necessary corrections before using. Always consult your library resources for the exact formatting and punctuation guidelines.

AMA 11th EditionReferences

Dawid, A. Philip. Bayesian Model Selection Based on Proper Scoring Rules. N.A. September 18, 2014. Accessed October 03, 2025. https://online.provdatabase.com/cite/18022

APA 7th EditionReferences

Dawid, A. Philip. (2014). Bayesian Model Selection Based on Proper Scoring Rules. N.A. https://online.provdatabase.com/cite/18022

Chicago 17th EditionReferences

Dawid, A. Philip. Bayesian Model Selection Based on Proper Scoring Rules. N.A. 2014. https://online.provdatabase.com/cite/18022

HarvardReferences

Dawid, A. Philip. (2014). Bayesian Model Selection Based on Proper Scoring Rules. [Online]. N.A. Available from: https://online.provdatabase.com/cite/18022. (Accessed 03 October 2025).

Harvard AustraliaReferences

Dawid, A. Philip, 2014, Bayesian Model Selection Based on Proper Scoring Rules, N.A, viewed 03 October 2025, <https://online.provdatabase.com/cite/18022>

MLA 9th EditionWorks Cited

Dawid, A. Philip. Bayesian Model Selection Based on Proper Scoring Rules. N.A, 2014. PROV Database, https://online.provdatabase.com/cite/18022.

Share this eBook