Index: The Book of Statistical ProofsModel SelectionBayesian model selectionBayes factor ▷ Encompassing model

Definition: Consider a family 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.

 
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Metadata: ID: D93 | shortcut: encm | author: tomfaulkenberry | date: 2020-09-02, 12:00.