Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Bayesian Model Selection and Model Averaging

Publication Date

October, 1997

Publication Type

Tech Report

Author(s)

Larry Wasserman

Abstract

This paper reviews the Bayesian approach to model selection and model averaging. In this review, I emphasize objective Bayesian methods based on noninformative priors. I will also discuss implementation details, approximations and relationships to other methods.