• Title/Summary/Keyword: Laplace-Metropolis추정량

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Bayesian Mode1 Selection and Diagnostics for Nonlinear Regression Model (베이지안 비선형회귀모형의 선택과 진단)

  • 나종화;김정숙
    • The Korean Journal of Applied Statistics
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    • v.15 no.1
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    • pp.139-151
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    • 2002
  • This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.