Bayesian Hypothesis Testing in Latent Variable Models

• Main Authors: LI, Yong, YU, Jun
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2010
• 主題: Bayes factors; Kullback-Leibler divergence; Decision theory; EM Algorithm; Markov Chain Monte Carlo.; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/1233; https://ink.library.smu.edu.sg/context/soe_research/article/2232/viewcontent/BTS07.pdf
• 機構: Singapore Management University

Hypothesis testing using Bayes factors (BFs) is known to suffer from several problems in the context of latent variable models. The first problem is computational. Another problem is that BFs are not well defined under the improper prior. In this paper, a new Bayesian method, based on decision theor...