Definition: Encompassing model
Index:
The Book of Statistical Proofs ▷
Model Selection ▷
Bayesian model selection ▷
Bayes factor ▷
Encompassing model
Sources:
Metadata: ID: D93 | shortcut: encm | author: tomfaulkenberry | date: 2020-09-02, 12:00.
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.
- 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.