This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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327
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Type:
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Topic Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract - #308695 |
Title:
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A Consistency Result for Bayesian Model Selection Using Nonlocal Priors
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Author(s):
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Valen Johnson*+
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Companies:
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MD Anderson Cancer Center
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Address:
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1400 Pressler Street, Unit 1411, Houston, TX, 77030,
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Keywords:
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Bayes factor ;
intrinsic Bayes factor ;
objective Bayes ;
default prior
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Abstract:
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Abstract: Let Y denote an n x 1 random vector, X an n x q matrix of real numbers, and b a q x 1 regression vector. This talk addresses the selection of the non-zero components of b when it is assumed that
Y ~ N(Xb,sigma^2 I)
and q is O(n). Model selection is based on the calculation of posterior model probabilities using non-local prior densities on the regression coefficients for each possible model. The non-local prior densities used for model definition are obtained as products of independent normal moment priors and are called pMOM prior densities. Under mild conditions on the matrix X'X, I demonstrate that the use of these priors guarantees that the posterior probability of the true model approaches 1 as n becomes large.
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Authors who are presenting talks have a * after their name.
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