A note on Bayesian model selection for discrete data using proper scoring rules

Musio, Monica;Columbu, Silvia
2017-01-01

Abstract

We consider homogeneous scoring rules for selecting between Bayesian models for discrete data with possibly improper priors. Simulations indicate that, applied prequentially, the method will consistently select the true model.
2017
Inglese
STATISTICS & PROBABILITY LETTERS
129
101
106
6
WOS:000410018000014
2-s2.0-85020380917
http://www.elsevier.com/locate/issn/01677152
Esperti anonimi
internazionale
scientifica
Consistent model selection; Discrete data; Homogeneous score; Prequential; Statistics and probability; Statistics, probability and uncertainty
sì
Dawid, A. Philip; Musio, Monica; Columbu, Silvia
1.1 Articolo in rivista
info:eu-repo/semantics/article
1 Contributo su Rivista::1.1 Articolo in rivista
262
3
reserved
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