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模型选择中的贝叶斯因子修正 被引量:2

The Updating of Bayes Factor for Model Selection
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摘要 在贝叶斯统计学中,贝叶斯因子是进行模型选择的主要工具.但在计算贝叶斯因子时,要用到不正常的无信息先验,这会产生带有随机性的常数因子.本文修正了常规的贝叶斯因子,解决了这一问题. Bayes factor is the major tool for model selection in Bayesian Statistics. But laling Bayes factor the random constant will be derived in cast of improper priors being paper,we update the usual Bayes factor to resolve this problem.
作者 苏兵
出处 《临沂师范学院学报》 2006年第3期23-25,共3页 Journal of Linyi Teachers' College
关键词 贝叶斯因子 不正常先验 模型选择 Bayes factor improper prior model selection
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同被引文献21

  • 1郝志峰,王宁宁.路径抽样法在贝叶斯模型选择中的应用[J].华南理工大学学报(自然科学版),2004,32(10):90-92. 被引量:2
  • 2刘正才,朱建军,王怀玉,肖本林.多元P范分布密度函数的统一[J].中南林学院学报,2006,26(3):104-107. 被引量:3
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  • 6Leslie W Hepple. Bayesian Model Choice in Spatial Econometrics[M]. Advances in Econometrics, Emerald Group Publishing Limited, 2004 : 101 - 126.
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