Journal of South China University of Technology(Natural Science Edition) ›› 2004, Vol. 32 ›› Issue (10): 90-92.
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Hao Zhi- feng Wang Ning- ning
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Abstract: Bayesian factor|model selection|path sampling|Box-Cox model
Key words: In order to solve the problem of model selection by means of Bayesian method and in view of the selection , of the traditional linear Box-Cox model and the nonlinear Box-Cox model?the method of path sampling was adopted , to calculate the Bayesian factors?A continuous path parameter with a certain assumed probability distribution was then , introduced to connect different models to be selected.Thus?the main calculation of the Bayesian factors was focused , on the sampling of Markov Chain Monte Carlo (MCMC) and the calculation in the analytical process by means of , Bayesian method was simplified.It is concluded that the method of path sampling can be applied to model selection in , practice.
Hao Zhi- feng Wang Ning- ning. Application of the Path Sampling to the Model Selection by Means of Bayesian Method[J]. Journal of South China University of Technology(Natural Science Edition), 2004, 32(10): 90-92.
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