New developments on Integral Priors for Bayesian Model Selection
D. Salmerón Martínez, J. A. Cano Sánchez, C. P. Robert
Integral priors were developed for Bayesian model selection and have been successfully applied in many situations. However, there are two aspects that deserve special attention. First, the method is stated for the comparison of two models. Second, nonparametric density estimates of the integral priors have been typically needed to approximate the Bayes factors, which translates into more computing time. Here we generalize the definition for more than two models and propose new numerical procedures to approximate the Bayes factors. The method is illustrated with several examples including location-scale models, Poisson versus the negative binomial family, hypothesis testing for the exponential distribution mean, and the problem of testing if the mean of the normal distribution with unknown variance is negative, zero, or positive. Finally we illustrate the method for the variable selection problem.
Keywords: Integral priors, Bayesian model selection, Objective Bayes factor, Markov chains.
Scheduled
GT21 Bayesian Inference II
June 7, 2022 3:30 PM
Audiovisual room
Other papers in the same session
G. Garcia-Donato, M. E. Castellanos, A. Quirós Carretero, S. Cabras, A. Forte
E. Moreno Bas, F. A. Torres Ruiz, J. J. Serrano Pérez
F. J. Girón González-Torre, C. del Castillo Vázquez
Latest news
-
6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
-
5/31/22
YouTube Channel
The menu label is already on the web from where you can see the live broadcasts: inauguration, plenary sessions, round tables,... Don't forget to enter the YouTube channel and subscribe!!!!
-
5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
-
5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
-
5/16/22
Social Events
All social events are included with the payment of the corresponding registration.
