The Dirichlet process has been extensively studied over the last thirty years, along with various generalisations, and remains a fundamental tool for nonparametric Bayesian statistics. The probabilistic structure of its ...

Watson and Holmes propose ways of investigating robustness of statistical decisions by examining certain neighbourhoods around a posterior distribution. This may partly amount to ad hoc modelling of extra uncertainty. ...

The traditional use of model selection methods in practice is to proceed as if the final selected model had been chosen in advance, without acknowledging the additional uncertainty introduced by model selection. This often ...

We derive two types of Akaike information criterion (AIC)‐like model‐selection formulae for the semiparametric pseudo‐maximum likelihood procedure. We first adapt the arguments leading to the original AIC formula, related ...