1st Edition

Bayesian Model Selection and Statistical Modeling

By Tomohiro Ando Copyright 2010
300 Pages
by Chapman & Hall

300 Pages
by Chapman & Hall

300 Pages
by Chapman & Hall

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... Read more

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.

Biography

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