Search Results - subject:"model choice"

D-separation, forecasting, and economic science: a conjecture

Bessler, David; Wang, Zijun - In: Theory and Decision 73 (2012) 2, pp. 295-314

Persistent link: https://www.econbiz.de/10010865808

Prognosegüte alternativer Frühindikatoren für die Konjunktur in Deutschland

Benner, Joachim - 2003

Persistent link: https://www.econbiz.de/10013261185

Lack of confidence in approximate Bayesian computation model choice

Robert, Christian P.; Cornuet, Jean-Marie; Marin, … - Université Paris-Dauphine (Paris IX) - 2011

. Earlier, Grelaud et al. (2009) advocated the use of ABC for Bayesian model choice in the specific case of Gibbs random fields …-based model choice in a wide range of phylogenetic models in the DIY-ABC software (Cornuet et al., 2008), we now present … theoretical background as to why a generic use of ABC for model choice is ungrounded, since it depends on an unknown amount of …

Persistent link: https://www.econbiz.de/10010706662

Simulation in Statistics

Robert, Christian P. - Université Paris-Dauphine (Paris IX) - 2011

Simulation has become a standard tool in statistics because it may be the only tool available for analysing some classes of probabilistic models. We review in this paper simulation tools that have been specifically derived to address statistical challenges and, in particular, recent advances in...

Persistent link: https://www.econbiz.de/10010707776

Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression

Hanlon, Brian; Forbes, Catherine - Department of Econometrics and Business Statistics, … - 2002

The principle that the simplest model capable of describing observed phenomena should also correspond to the best description has long been a guiding rule of inference. In this paper a Bayesian approach to formally implementing this principle is employed to develop model selection criteria for...

Persistent link: https://www.econbiz.de/10005149109

On Resolving the Savage-Dickey Paradox

Robert, Christian P.; Marin, Jean-Michel - Université Paris-Dauphine (Paris IX) - 2010

Persistent link: https://www.econbiz.de/10010861573

On resolving the Savage–Dickey paradox

Marin, Jean-Michel; Robert, Christian P. - Université Paris-Dauphine (Paris IX) - 2010

When testing a null hypothesis H0: θ=θ0 in a Bayesian framework, the Savage–Dickey ratio (Dickey, 1971) is known as a specific representation of the Bayes factor (O’Hagan and Forster, 2004) that only uses the posterior distribution under the alternative hypothesis at θ0, thus allowing for...

Persistent link: https://www.econbiz.de/10011073847

On Bayesian Data Analysis

Rousseau, Judith; Robert, Christian P. - Université Paris-Dauphine (Paris IX) - 2010

This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing...

Persistent link: https://www.econbiz.de/10010708281

On computational tools for Bayesian data analysis

Robert, Christian P.; Marin, Jean-Michel - Université Paris-Dauphine (Paris IX) - 2010

for Bayesian inference, first and foremost Bayesian model choice. …

Persistent link: https://www.econbiz.de/10010708771

Reference Bayesian methods for recapture models with heterogeneity

Farcomeni, Alessio; Tardella, Luca - In: TEST: An Official Journal of the Spanish Society of … 19 (2010) 1, pp. 187-208

Persistent link: https://www.econbiz.de/10008515584