Timeline for Addressing model uncertainty

9 events

when toggle format	what		by	license	comment
Apr 13, 2017 at 12:44	history	edited	CommunityBot		replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/
S Jun 22, 2014 at 13:16	history	suggested	Faheem Mitha	CC BY-SA 3.0	Minor typo fixes.
Jun 22, 2014 at 13:14	review	Suggested edits
S Jun 22, 2014 at 13:16
Jun 23, 2012 at 7:09	comment	added	probabilityislogic		it could also be due to the Laplace approximation performing poorly as well
Jun 23, 2012 at 7:07	comment	added	probabilityislogic		Your note about Bayes factors performing well in high dimensions, but BIC performing poorly, is a likely consequence of ignoring the determinant term that the BIC approximation makes. BIC takes an approximation as $\log\|A_n\|\approx\log\|nA_1\|=p\log n+\log\|A_1\|$ where $A_n$ is observed informative and $A_1$ is expected information. When the dimension of the parameter space is large, $\log\|A_1\|=O(1)$ is a poor approximation, especially if there is very large variation in the parameter dimension across models.
Jul 13, 2011 at 14:47	history	edited	suncoolsu	CC BY-SA 3.0	added 6 characters in body
Jul 11, 2011 at 20:21	vote	accept	Nick
Jul 6, 2011 at 5:49	history	edited	suncoolsu	CC BY-SA 3.0	deleted 4 characters in body
Jul 5, 2011 at 3:06	history	answered	suncoolsu	CC BY-SA 3.0