Nonparametric Goodness of Fit via Cross-Validation Bayes Factors
نویسندگان
چکیده
منابع مشابه
Bayes Factors for Goodness of Fit Testing
We propose the use of the generalized fractional Bayes factor for testing fit in multinomial models. This is a non-asymptotic method that can be used to quantify the evidence for or against a sub-model. We give expressions for the generalized fractional Bayes factor and we study its properties. In particular, we show that the generalized fractional Bayes factor has better properties than the fr...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2017
ISSN: 1936-0975
DOI: 10.1214/16-ba1018