Bayesian Model Selection and Statistical Modeling

1. Auflage 2010
ISBN: 978-1-4398-3614-9
Verlag: Chapman and Hall/CRC

Buch, Englisch, 300 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 619 g

Along with many practical applications, Bayesian Model Selection and Statistical Modeling 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 author shows how to implement a variety of Bayesian inference using R and sampling methods, such as Markov chain Monte Carlo. He covers 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. He also provides a theoretical basis for the analysis of these criteria. In addition, the author discusses how Bayesian model averaging can simultaneously treat both model and parameter uncertainties.

Selecting and constructing the appropriate statistical model significantly affect the quality of results in decision making, forecasting, stochastic structure explorations, and other problems. Helping you choose the right Bayesian model, this book focuses on the framework for Bayesian model selection and includes practical examples of model selection criteria.

Zielgruppe

Professional Practice & Development

Autoren/Hrsg.

Ando, Tomohiro

Fachgebiete

• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Systemtheorie
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Kybernetik, Systemtheorie, Komplexe Systeme
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen

Inhaltsverzeichnis

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.

Über Autor(innen)

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