113 citations · 242 across the 6 of their papers we have counts for
6 papers
Objective Model Prior Probabilities in Variable Selection
James Berger, Gonzalo García-Donato, Elías Moreno +1
For many years it was routine to use equal model prior probabilities in Bayesian model uncertainty analysis. At least twenty years ago it became clear that this was problematic, le…
Consistency of Bayes factors for linear models
Elías Moreno, J. J. Serrano-Pérez, F. Torres-Ruiz
The quality of a Bayes factor crucially depends on the number of regressors, the sample size and the prior on the regression parameters, and hence it has to be established in a cas…
Posterior Model Consistency in Variable Selection as the Model Dimension Grows
Elías Moreno, Javier Girón, George Casella
Most of the consistency analyses of Bayesian procedures for variable selection in regression refer to pairwise consistency, that is, consistency of Bayes factors. However, variable…
Two discussions of the paper "Bayesian measures of model complexity and fit" by D. Spiegelhalter et al., Read before The Royal Statistical Society at a meeting organized by the Research Section on Wednesday, March 13th, 2002
E. Moreno, F. -J. Vazquez-Polo, C. P. Robert
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 Meet…
Consistency of objective Bayes factors as the model dimension grows
Elías Moreno, F. Javier Girón, George Casella
In the class of normal regression models with a finite number of regressors, and for a wide class of prior distributions, a Bayesian model selection procedure based on the Bayes fa…
Consistency of Bayesian procedures for variable selection
George Casella, F. Javier Girón, M. Lina Martínez +1
It has long been known that for the comparison of pairwise nested models, a decision based on the Bayes factor produces a consistent model selector (in the frequentist sense). Here…