Corpus ID: 88522616

Bayes model selection

@article{Han2017BayesMS,
  title={Bayes model selection},
  author={Qiyang Han},
  journal={arXiv: Statistics Theory},
  year={2017}
}
  • Qiyang Han
  • Published 2017
  • Mathematics
  • arXiv: Statistics Theory
We offer a general Bayes theoretic framework to tackle the model selection problem under a two-step prior design: the first-step prior serves to assess the model selection uncertainty, and the second-step prior quantifies the prior belief on the strength of the signals within the model chosen from the first step. We establish non-asymptotic oracle posterior contraction rates under (i) a new Bernstein-inequality condition on the log likelihood ratio of the statistical experiment, (ii) a local… Expand
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