Nonparametric Goodness of Fit via Cross-Validation Bayes Factors
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Hart, Jeffrey D. | - |
dc.contributor.author | Choi, Taeryon | - |
dc.date.accessioned | 2021-09-03T02:30:03Z | - |
dc.date.available | 2021-09-03T02:30:03Z | - |
dc.date.created | 2021-06-16 | - |
dc.date.issued | 2017-09 | - |
dc.identifier.issn | 1936-0975 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/82423 | - |
dc.description.abstract | A nonparametric Bayes procedure is proposed for testing the fit of a parametric model for a distribution. Alternatives to the parametric model are kernel density estimates. Data splitting makes it possible to use kernel estimates for this purpose in a Bayesian setting. A kernel estimate indexed by bandwidth is computed from one part of the data, a training set, and then used as a model for the rest of the data, a validation set. A Bayes factor is calculated from the validation set by comparing the marginal for the kernel model with the marginal for the parametric model of interest. A simulation study is used to investigate how large the training set should be, and examples involving astronomy and wind data are provided. A proof of Bayes consistency of the proposed test is also provided. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | INT SOC BAYESIAN ANALYSIS | - |
dc.subject | PLANETARY-NEBULAE | - |
dc.subject | STANDARD CANDLES | - |
dc.subject | MODEL | - |
dc.title | Nonparametric Goodness of Fit via Cross-Validation Bayes Factors | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Choi, Taeryon | - |
dc.identifier.doi | 10.1214/16-BA1018 | - |
dc.identifier.scopusid | 2-s2.0-85020283462 | - |
dc.identifier.wosid | 000406102500003 | - |
dc.identifier.bibliographicCitation | BAYESIAN ANALYSIS, v.12, no.3, pp.653 - 677 | - |
dc.relation.isPartOf | BAYESIAN ANALYSIS | - |
dc.citation.title | BAYESIAN ANALYSIS | - |
dc.citation.volume | 12 | - |
dc.citation.number | 3 | - |
dc.citation.startPage | 653 | - |
dc.citation.endPage | 677 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Mathematics, Interdisciplinary Applications | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordPlus | PLANETARY-NEBULAE | - |
dc.subject.keywordPlus | STANDARD CANDLES | - |
dc.subject.keywordPlus | MODEL | - |
dc.subject.keywordAuthor | bandwidth selection | - |
dc.subject.keywordAuthor | Bayes factor | - |
dc.subject.keywordAuthor | consistency | - |
dc.subject.keywordAuthor | cross validation | - |
dc.subject.keywordAuthor | goodness-of-fit tests | - |
dc.subject.keywordAuthor | kernel density estimates | - |
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