| EPSRC Reference: |
GR/R03754/01 |
| Title: |
Computation of Objective Bayes Factors and Default Priors For Model Determination |
| Principal Investigator: |
Green, Professor PJ |
| Other Investigators: |
|
| Researcher Co-Investigators: |
|
| Project Partners: |
|
| Department: |
Mathematics |
| Organisation: |
University of Bristol |
| Scheme: |
Standard Research (Pre-FEC) |
| Starts: |
01 June 2001 |
Ends: |
30 November 2002 |
Value (£): |
8,255
|
| EPSRC Research Topic Classifications: |
| Statistics & Appl. Probability |
|
|
| EPSRC Industrial Sector Classifications: |
| Communications |
Environment |
| Healthcare |
|
|
| Related Grants: |
|
| Panel History: |
|
|
Summary on Grant Application Form |
|
Bayes factors are a natural and powerful tool in model comparison, but are subject to fatal flaws in the setting of model comparison, but presence of improper reference or objective priors. The concept of the intrinsic Bayes factor potentially avoids such difficulties but has been relatively untested in practical terms, especially in complex stochastic models. The VF will conduct research investigating, developing and testing these methods as implemented by reversible jump MCMC.As part of this evaluation strategy, it is proposed to research into intrinsic priors, recently formally defined by asymptotic arguments, but so far only barely investigated.
|
|
Key Findings |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
|
Potential use in non-academic contexts |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
|
Impacts |
|
| Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
| Summary |
|
| Date Materialised |
|
|
|
|
Sectors submitted by the Researcher |
|
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
| Project URL: |
|
| Further Information: |
|
| Organisation Website: |
http://www.bris.ac.uk |