Extended Bayesian information criteria for model selection with large model spaces
نویسندگان
چکیده
منابع مشابه
Extended Bayesian Information Criteria for Model Selection with Large Model Spaces
The ordinary Bayes information criterion is too liberal for model selection when the model space is large. In this article, we re-examine the Bayesian paradigm for model selection and propose an extended family of Bayes information criteria. The new criteria take into account both the number of unknown parameters and the complexity of the model space. Their consistency is established, in partic...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2008
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asn034