Bayesian Hypothesis Testing in Latent Variable Models

Bayesian Hypothesis Testing in Latent Variable Models

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...

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書目詳細資料
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
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