Tomohiro Ando

Bayesian Model Selection and Statistical Modeling (eBook, PDF)

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 300
• Erscheinungstermin: 27. Mai 2010
• Englisch
• ISBN-13: 9781439836156
• Artikelnr.: 57534153

Autorenporträt

Tomohiro Ando is an associate professor of management science in the Graduate School of Business Administration at Keio University in Japan.

Inhaltsangabe

Introduction. Introduction to Bayesian Analysis. Asymptotic Approach for
Bayesian Inference. Computational Approach for Bayesian Inference. Bayesian
Approach for Model Selection. Simulation Approach for Computing the
Marginal Likelihood. Various Bayesian Model Selection Criteria. Theoretical
Development and Comparisons. Bayesian Model Averaging. Bibliography. Index.