| Dupuis, J.A. and Robert, C.P. (1998), \Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections ," In Proceedings of the Workshop on Model Selection, 50 W. Racugno, ed., CNR, Collana Atti di Congressi, Pitagora, Editrice, Bologna, pp. 275-305. |
....statistical problem, one should, in principle, approach model selection from the perspective of decision analysis. See Bernardo and Smith (1994) for discussion of a variety of decision and utility based approaches to model selection. Recent articles advocating particular such approaches include Dupuis and Robert (1998), Goutis and Robert (1998) and Key, Pericchi and Smith (1999) It should also be noted that posterior probabilities do not necessarily arise as components of such analyses. Frequently, however, the statistician s goal is not to perform a formal decision analysis, but to summarize information from ....
Dupuis, J.A. and Robert, C.P. (1998), \Bayesian Variable Selection in Qualitative Models by Kullback-Leibler Projections ," In Proceedings of the Workshop on Model Selection, 50 W. Racugno, ed., CNR, Collana Atti di Congressi, Pitagora, Editrice, Bologna, pp. 275-305.
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