Bayesian Model Selection and Statistical Modeling

ISBN-13: 9780367383978 / Angielski / Miękka / 2019 / 300 str.

Tomohiro Ando

Opis

Ando 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.

Spis treści

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.

O autorze

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