Bayesian Model Selection Using Subjective Training Samples

摘要：

We study the problem of model selection using Bayesian factor, the priors of model parameters are given by utilizing the expected-posterior prior。We give a new training samples called subjective training samples, resolve the computational difficulties of marginal density, and also give the simulated algorithm of expected-posterior prior

关键词： Bayes Factor Ezpected-posterior Prior Subjective Training Samples

作者: HUA Peng

作者单位: College of Information Science and Engineering Shandong University of Science and Technology, P.R.China, 266510

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）