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Some Faults of the Bayes Factor in Nonparametric Model Selection

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Abstract

We compare different Bayesian strategies for testing a parametric model versus a nonparametric alternative on the ground of their ability to solve the inconsistency problems arising when using the Bayes factor under certain conditions. A preliminary critical discussion of such an inconsistency is provided.

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Authors and Affiliations

  1. Dipartimento di Statistica e Matematica Applicata “Diego De Castro”, University of Turin, Piazza Arbarello 8, 10122, Torino, Italy

    Cinzia Carota

Authors
  1. Cinzia Carota
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Correspondence to Cinzia Carota.

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Carota, C. Some Faults of the Bayes Factor in Nonparametric Model Selection. JISS 15, 37–42 (2006). https://doi.org/10.1007/s10260-006-0009-5

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  • DOI: https://doi.org/10.1007/s10260-006-0009-5

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