A Bayes factor with reasonable model selection consistency for ANOVA model

2009/06/23 by Yuzo Maruyama, Maruyama, Yuzo · 1 citation
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Computer and information sciences #Methodology (stat.ME) #Statistical Methods and Inference #Statistical Methods in Clinical Trials

paper · pdf · doi:10.48550/arxiv.0906.4329

openalex publication_date 2009/06/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For the ANOVA model, we propose a new g-prior based Bayes factor without integral representation, with reasonable model selection consistency for any asymptotic situations (either number of levels of the factor and/or number of replication in each level goes to infinity). Exact analytic calculation of the marginal density under a special choice of the priors enables such a Bayes factor.

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