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Document type:
Zeitschriftenaufsatz 
Author(s):
Drton, Mathias; Plummer, Martyn 
Title:
A Bayesian information criterion for singular models 
Abstract:
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 conditions underlying the derivation of Schwarz's Bayesian information criterion BIC and the penalty structure in BIC generally does not reflect the frequentist large sample behaviour of the marginal likelihood. Although large sample theory for the marginal likeli...    »
 
Keywords:
Bayesian information criterion, Factor analysis, Mixture model, Model selection, Reduced rank regression, Schwarz information criterion, Singular learning theory 
Dewey Decimal Classification:
510 Mathematik 
Journal title:
Journal of the Royal Statistical Society: Series B (Statistical Methodology) 
Year:
2017 
Journal volume:
79 
Year / month:
2017-02 
Quarter:
1. Quartal 
Month:
Feb 
Journal issue:
Pages contribution:
323-380 
Language:
en 
Fulltext / DOI:
Publisher:
Wiley 
E-ISSN:
1369-7412 
Status:
Verlagsversion / published 
Date of publication:
07.02.2017