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Bayesian model selection and model averaging. (English) Zbl 0946.62032

Summary: This paper reviews the Bayesian approach to model selection and model averaging. Objective Bayesian methods based on noninformative priors are emphasized. Implementation details, approximations, and relationships to other methods are also discussed.

MSC:

62F15 Bayesian inference

Software:

BayesDA
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References:

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