Joint specification of model space and parameter space prior distributions
Dellaportas, Petros, Forster, Jonathan J. and Ntzoufras, Ioannis (2012) Joint specification of model space and parameter space prior distributions. Statistical Science, 27, (2), 232-246. (doi:10.1214/11-STS369).
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Description/Abstract
We consider the specification of prior distributions for Bayesian model comparison, focusing on regression-type models. We propose a particular joint specification of the prior distribution across models so that sensitivity of posterior model probabilities to the dispersion of prior distributions for the parameters of individual models (Lindley’s paradox) is diminished. We illustrate the behavior of inferential and predictive posterior quantities in linear and log-linear regressions under our proposed prior densities with a series of simulated and real data examples.
| Item Type: | Article |
|---|---|
| ISSNs: | 0883-4237 (print) |
| Related URLs: | |
| Subjects: | H Social Sciences > HA Statistics |
| Divisions: | Faculty of Social and Human Sciences > Mathematics > Statistics Faculty of Social and Human Sciences > Southampton Statistical Sciences Research Institute |
| Item ID: | 341028 |
| Date Deposited: | 11 Jul 2012 14:45 |
| Last Modified: | 11 Jul 2012 14:45 |
| Contributors: | Dellaportas, Petros (Author) Forster, Jonathan J. (Author) Ntzoufras, Ioannis (Author) |
| Date: | 2012 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/341028 |
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