The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This study presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed methods are compared for two examples; non-nested Gaussian linear regression and covariate subset selection in logistic regression.
%0 Journal Article
%1 friel_estimating_2012
%A Friel, Nial
%A Wyse, Jason
%D 2012
%J Statistica Neerlandica
%K \_tablet, likelihood marginal
%N 3
%P 288--308
%R 10.1111/j.1467-9574.2011.00515.x
%T Estimating the evidence – a review
%U http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9574.2011.00515.x/abstract
%V 66
%X The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This study presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed methods are compared for two examples; non-nested Gaussian linear regression and covariate subset selection in logistic regression.
@article{friel_estimating_2012,
abstract = {The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This study presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed methods are compared for two examples; non-nested Gaussian linear regression and covariate subset selection in logistic regression.},
added-at = {2017-01-09T13:57:26.000+0100},
author = {Friel, Nial and Wyse, Jason},
biburl = {https://www.bibsonomy.org/bibtex/28d4c80218b90d52af9ce27c258690e90/yourwelcome},
doi = {10.1111/j.1467-9574.2011.00515.x},
interhash = {b16280f90038b60fd1e9ccb1ad39498c},
intrahash = {8d4c80218b90d52af9ce27c258690e90},
issn = {1467-9574},
journal = {Statistica Neerlandica},
keywords = {\_tablet, likelihood marginal},
language = {en},
month = aug,
number = 3,
pages = {288--308},
timestamp = {2017-01-09T14:01:11.000+0100},
title = {Estimating the evidence – a review},
url = {http://onlinelibrary.wiley.com/doi/10.1111/j.1467-9574.2011.00515.x/abstract},
urldate = {2016-12-22},
volume = 66,
year = 2012
}