Definition: Encompassing model
Index: The Book of Statistical Proofs ▷ Model Selection ▷ Bayesian model selection ▷ Bayes factor ▷ Encompassing model
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Metadata: ID: D93 | shortcut: encm | author: tomfaulkenberry | date: 2020-09-02, 12:00.
Definition: Consider a family $f$ of generative models $m$ on data $y$, where each $m \in f$ is defined by placing an inequality constraint on model parameter(s) $\theta$ (e.g., $m:\theta>0$). Then the encompassing model $m_e$ is constructed such that each $m$ is nested within $m_e$ and all inequality constraints on the parameter(s) $\theta$ are removed.
- Klugkist, I., Kato, B., and Hoijtink, H. (2005): "Bayesian model selection using encompassing priors"; in: Statistica Neerlandica, vol. 59, no. 1, pp. 57-69; URL: https://dx.doi.org/10.1111/j.1467-9574.2005.00279.x; DOI: 10.1111/j.1467-9574.2005.00279.x.
Metadata: ID: D93 | shortcut: encm | author: tomfaulkenberry | date: 2020-09-02, 12:00.