2 papers
stat.ME2020
A Bridge between Cross-validation Bayes Factors and Geometric Intrinsic Bayes Factors
Yekun Wang, Luis Pericchi
Model Selections in Bayesian Statistics are primarily made with statistics known as Bayes Factors, which are directly related to Posterior Probabilities of models. Bayes Factors re…
math.ST2004
Training samples in objective Bayesian model selection
James O. Berger, Luis R. Pericchi
Central to several objective approaches to Bayesian model selection is the use of training samples (subsets of the data), so as to allow utilization of improper objective priors. T…