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This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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Activity Number: 3
Type: Invited
Date/Time: Sunday, August 2, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #302758
Title: Sequential Bayesian Model Selection
Author(s): David Madigan*+
Companies: Columbia University
Address: 1255 Amsterdam Avenue, New York, NY, 10027,
Keywords: sequential Bayes ; model selection ; model averaging
Abstract:

Much of the literature on Bayesian model selection assumes that a single model generated the data at hand. In many applications, however, the data generating process changes over time. This talk will discusses approaches to model selection and averaging in such applications.


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Revised September, 2008