Bayesian model choice

Computing evidence

November 28, 2010 | xi'an

The book Random effects and latent variable model selection, edited by David Dunson in 2008 as a Springer Lecture Note. contains several chapters dealing with evidence approximation in mixed effect models. (Incidentally, I would be interested in the story behind the  Lecture Note as I found no explanation in the backcover ... [Read more...]

Hyper-g priors

August 30, 2010 | xi'an

Earlier this month, Daniel Sabanés Bové and Leo Held posted a paper about g-priors on arXiv. While I glanced at it for a few minutes, I did not have the chance to get a proper look at it till last Sunday. The g-prior was first introduced by the late ... [Read more...]

CoRe in CiRM [end]

July 17, 2010 | xi'an

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 ...
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Talk at CRiSM

May 30, 2010 | xi'an

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 ... [Read more...]

Posterior likelihood

March 6, 2010 | xi'an

At the Edinburgh mixture estimation workshop, Murray Aitkin presented his proposal to compare models via the posterior distribution of the likelihood ratio. As already commented in a post last July, the positive aspect of looking at this quantity rather than at the Bayes factor is that the priors are then ... [Read more...]
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