Related papers: Discussion of: "A Bayesian information criterion f…
These are written comments about the Read Paper A Bayesian criterion for singular models by M. Drton and M. Plummer, read to the Royal Statistical Society on October 5, 2016. The discussion was delivered by Judith Rousseau.
These are the written discussions of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al. (2002), following the discussions given at the Annual Meeting of the Royal Statistical Society in Newcastle-upon-Tyne…
A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an…
This note is a collection of several discussions of the paper "Beyond subjective and objective in statistics", read by A. Gelman and C. Hennig to the Royal Statistical Society on April 12, 2017, and to appear in the Journal of the Royal…
We commend the authors for an exciting paper which provides a strong contribution to the emerging field of probabilistic numerics (PN). Below, we discuss aspects of prior modelling which need to be considered thoroughly in future work.
Invited Discussion of "A Unified Framework for De-Duplication and Population Size Estimation", published in Bayesian Analysis. My discussion focuses on two main themes: Providing a more nuanced picture of the costs and benefits of joint…
We give a contributed discussion on "Model uncertainty and missing data: An Objective Bayesian Perspective", where we discuss frequentist perspectives on the proposed methodology.
We are most grateful to all discussants for their positive comments and many thought-provoking questions. In addition, the discussants provide a number of useful leads into various areas of the literatures on time series, forecasting and…
For linear models with a diverging number of parameters, it has recently been shown that modified versions of Bayesian information criterion (BIC) can identify the true model consistently. However, in many cases there is little…
This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply from the authors.
The stochastic expansion of the marginal quasi-likelihood function associated with a class of generalized linear models is shown. Based on the expansion, a quasi-Bayesian information criterion is proposed that is able to deal with…
This survey covers state-of-the-art Bayesian techniques for the estimation of mixtures. It complements the earlier Marin, Mengersen and Robert (2005) by studying new types of distributions, the multinomial, latent class and t distributions.…
This article is the rejoinder for the paper "Probabilistic Integration: A Role in Statistical Computation?" to appear in Statistical Science with discussion. We would first like to thank the reviewers and many of our colleagues who helped…
We consider approximate Bayesian model choice for model selection problems that involve models whose Fisher-information matrices may fail to be invertible along other competing submodels. Such singular models do not obey the regularity…
We argue here about the relevance and the ultimate unity of the Bayesian approach in a neutral and agnostic manner. Our main theme is that Bayesian data analysis is an effective tool for handling complex models, as proven by the increasing…
We propose a new model selection method, the posterior averaging information criterion, for Bayesian model assessment from a predictive perspective. The theoretical foundation is built on the Kullback-Leibler divergence to quantify the…
In the information-based paradigm of inference, model selection is performed by selecting the candidate model with the best estimated predictive performance. The success of this approach depends on the accuracy of the estimate of the…
When performing regression or classification, we are interested in the conditional probability distribution for an outcome or class variable Y given a set of explanatoryor input variables X. We consider Bayesian models for this task. In…
On 12 February 2020 the Royal Statistical Society hosted a meeting to discuss the forthcoming paper ``Graphical models for extremes'' by Sebastian Engelke and Adrien Hitz [arXiv:1812.01734]. This short note is a supplement to my discussion…
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…