Bayesian Model Selection and Model Averaging
- PMID: 10733859
- DOI: 10.1006/jmps.1999.1278
Bayesian Model Selection and Model Averaging
Abstract
This paper reviews the Bayesian approach to model selection and model averaging. In this review, I emphasize objective Bayesian methods based on noninformative priors. I will also discuss implementation details, approximations, and relationships to other methods. Copyright 2000 Academic Press.
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