This article addresses issues of model choice in Bayesian contexts, and focusses on the use of the so-called posterior predictive p-values (ppp values). These involve a general discrepancy or conflict measure and depend ...

This Statistical Research Report contains the complete written discussion generated by the two papers “Frequentist Model Average Estimators”, by Hjort and Claeskens, and “The Focussed Information Criterion”, by Claeskens ...

There is an intense and partly recent literature focussing on the problems of selecting the bandwidth parameter for kernel density estimators. Available methods are largely 'very nonparametric', in the sense of not requiring ...

Suppose that a sequence of data points follows a distribution of a certain parametric form, but that one or more of the underlying parameters may change over time. This paper addresses various natural questions in such a ...

A variety of model selection criteria have been developed, of general and specific types. Most of these aim at selecting a single model with good overall properties, e.g. formulated via average prediction quality or shortest ...

Independent data are efficiently integrated by adding their respective log-likelihoods. Instead of Bayesian updating of information, We propose to use the likelihood directly as a vehicle for coherent learning. If past ...