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Bayesian Model Selection and Statistical Modeling
Paperback
Series: Statistics: Textbooks and Monographs
DatabasesProbability & Statistics
ISBN13: 9780367383978
Publisher: CRC Press
Published: Sep 19 2019
Pages: 300
Weight: 0.94
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
Along with many practical applications, this book presents an array of Bayesian inference and model selection procedures. It thoroughly explains the concepts, illustrates the derivations of various Bayesian model selection criteria through examples, and provides R code for implementation. The R code is available for download on the book's website. The text also applies Bayesian model averaging to many problems and compares the different types of simulation-based Bayesian model selection criteria, including the numerical calculation of Bayes factors, the Bayesian predictive information criterion, and the deviance information criterion.
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