Posts Tagged ‘ Chib’s approximation ’

Harmonic means, again again

January 9, 2012
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Harmonic means, again again

Another arXiv posting I had had no time to comment is Nial Friel’s and Jason Wyse’s “Estimating the model evidence: a review“. This is a review in the spirit of two of our papers, “Importance sampling methods for Bayesian discrimination between embedded models” with Jean-Michel Marin (published in Jim Berger Feitschrift, Frontiers of Statistical Decision

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Model weights for model choice

February 9, 2011
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Model weights for model choice

An ‘Og reader. Emmanuel Charpentier, sent me the following email about model choice: I read with great interest your critique of Peter Congdon’s 2006 paper (CSDA, 50(2):346-357) proposing a method of estimation of posterior model probabilities based on improper distributions for parameters not present in the model inder examination, as well as a more general

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Bayesian model selection

December 7, 2010
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Bayesian model selection

Last week, I received a box of books from the International Statistical Review, for reviewing them. I thus grabbed the one whose title was most appealing to me, namely Bayesian Model Selection and Statistical Modeling by Tomohiro Ando. I am indeed interested in both the nature of testing hypotheses or more accurately of assessing models,

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CoRe in CiRM [end]

July 17, 2010
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CoRe in CiRM [end]

Back home after those two weeks in CiRM for our “research in pair” invitation to work on the new edition of Bayesian Core, I am very grateful for the support we received from CiRM and through it from SMF and CNRS. Being “locked” away in such a remote place brought a considerable increase in concentration

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Talk at CRiSM

May 30, 2010
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Talk at CRiSM

This is the talk I am giving at the workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1. Careful readers will notice there is not much difference with my previous talk on the topic, as I only included the Savage-Dickey slides

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