Lecture 19: Bayesian Model Uncertainty

Readings

• Liang, F., Paulo, R, Molina, G. Clyde, M, Berger, J (2008) Mixtures of g-priors for Bayesian Variable Selection. Journal of the American Statistical Association, 103: 410-423

• Hoeting, J.A, Madigan, D. Raftery,A. Volinsky, C.T. (1999) Bayesian Model Averaging: A Tutorial Statistical Science, 14: 382-401

• Porwal, A & Raftery, A.E. Comparing methods for statistical inference with model uncertainty. Proceedings of the National Academy of Sciences, 119(16), e2120737119

• Clyde, M and Iversen,E (2012) Bayesian Model Averaging in the M-Open Framework In Bayesian Theory and Applications (pp.484-498)Publisher: Oxford University PressEditors: Damien P, Dellaportas P, Polson NG, Stephens DA. DOI:10.1093/acprof:oso/9780199695607.003.0024