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).

Download

Full text not available from this repository.

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 > Mathematical Sciences > Statistics
Faculty of Social and Human Sciences > Southampton Statistical Sciences Research Institute
ePrint ID: 341028
Date Deposited: 11 Jul 2012 14:45
Last Modified: 27 Mar 2014 20:23
URI: http://eprints.soton.ac.uk/id/eprint/341028

Actions (login required)

View Item View Item