Bayes Factors and Choice Criteria for Linear Models
定义了全局和局部贝叶斯因子,并探讨它们作为线性模型选择准则的作用,发现全局贝叶斯因子与Schwarz准则相关,局部贝叶斯因子与Akaike信息准则相关。
Summary Global and local Bayes factors are defined and their respective roles examined as choice criteria among alternative linear models. The global Bayes factor is seen to function, in appropriate contexts, as a fully automatic Occam's razor and to be closely related to the Schwarz model choice criterion. The local Bayes factor is shown to have a close relationship with the Akaike Information Criterion.