Bayesian model selection for generalized linear models using non-local priors

2019 ◽  
Vol 133 ◽  
pp. 285-296 ◽  
Author(s):  
Guiling Shi ◽  
Chae Young Lim ◽  
Tapabrata Maiti
Genetics ◽  
2005 ◽  
Vol 170 (3) ◽  
pp. 1333-1344 ◽  
Author(s):  
Nengjun Yi ◽  
Brian S. Yandell ◽  
Gary A. Churchill ◽  
David B. Allison ◽  
Eugene J. Eisen ◽  
...  

2018 ◽  
Author(s):  
Teresa Portone ◽  
John Henry Niederhaus ◽  
Jason James Sanchez ◽  
Laura Painton Swiler

2021 ◽  
pp. 1471082X2110347
Author(s):  
Panagiota Tsamtsakiri ◽  
Dimitris Karlis

There is an increasing interest in models for discrete valued time series. Among them, the integer autoregressive conditional heteroscedastic (INGARCH) is a model that has found several applications. In the present article, we study the problem of model selection for this family of models. Namely we consider that an observation conditional on the past follows a Poisson distribution where its mean depends on its past mean values and on past observations. We consider both linear and log-linear models. Our purpose is to select the most appropriate order of such models, using a trans-dimensional Bayesian approach that allows jumps between competing models. A small simulation experiment supports the usage of the method. We apply the methodology to real datasets to illustrate the potential of the approach.


2020 ◽  
Vol 223 ◽  
pp. 111118 ◽  
Author(s):  
Jixing Cao ◽  
Haibei Xiong ◽  
Feng-Liang Zhang ◽  
Lin Chen ◽  
Carlos Ramonell Cazador

2015 ◽  
Vol 85 (1) ◽  
pp. 3-28 ◽  
Author(s):  
M. B. Hooten ◽  
N. T. Hobbs

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