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3 votes
2 answers
2k views

How to compare predictions from MLE-based regression Vs. predictions from bayesian regression?

Say I have two linear regression models that I want to use for predictions. Linear regression: \begin{equation} \mathbf{y} \sim \mathcal{N}(\mathbf{X^Tb}, \Sigma_y) \end{equation} Bayesian linear ...
alberto's user avatar
  • 3,056
2 votes
0 answers
62 views

Analysing choices pattern

we have a process in which, at each step, a set of elements are presented to user, the user choses one, his choice is recorded and next round starts with a new set of elements. For example: 1. {20,50,...
SAS's user avatar
  • 21
11 votes
1 answer
1k views

ABC model selection

It has been shown that ABC model choice using Bayes factors is not to be recommended due to the presence of an error coming from the use of summary statistics. The conclusion in this paper relies on ...
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