Approximation of the formal Bayesian model comparison using the extended conditional predictive ordinate criterion
The optimal method for Bayesian model comparison is the formal Bayes factor (BF), according to decision theory. The formal BF is computationally troublesome for more complex models. If predictive distributions under the competing models do not have a closed form, a cross-validation idea, called the...
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| Language: | English |
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University of British Columbia
2017
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| Online Access: | http://hdl.handle.net/2429/62844 |