Bayesian Model Selection and Statistical Modeling: 1st Edition (e-Book) book cover

Bayesian Model Selection and Statistical Modeling

1st Edition

By Tomohiro Ando

Chapman and Hall/CRC

300 pages

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Hardback: 9781439836149
pub: 2010-05-27
eBook (VitalSource) : 9780429106286
pub: 2010-05-27
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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

Table of Contents

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.

About the Author

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

Subject Categories

BISAC Subject Codes/Headings:
MATHEMATICS / Probability & Statistics / General