Bayesian Model Selection and Model Averaging

J Math Psychol. 2000 Mar;44(1):92-107. doi: 10.1006/jmps.1999.1278.


This paper reviews the Bayesian approach to model selection and model averaging. In this review, I emphasize objective Bayesian methods based on noninformative priors. I will also discuss implementation details, approximations, and relationships to other methods. Copyright 2000 Academic Press.