Bayesian Hypothesis Testing in Latent Variable Models

Hypothesis testing using Bayes factors (BFs) is known not to be well defined under the improper prior. In the context of latent variable models, an additional problem with BFs is that they are difficult to compute. In this paper, a new Bayesian method, based on the decision theory and the EM algorit...

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Bibliographic Details
Main Authors: LI, Yong, YU, Jun
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2012
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/1316
https://ink.library.smu.edu.sg/context/soe_research/article/2315/viewcontent/YuJOE2012B.pdf
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Institution: Singapore Management University
Language: English