Index: The Book of Statistical ProofsModel Selection ▷ Bayesian model selection ▷ Bayes factor ▷ Encompassing model

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.


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