Bayesian Model Selection and Model Averaging.

@article{Wasserman2000BayesianMS,
  title={Bayesian Model Selection and Model Averaging.},
  author={Wasserman},
  journal={Journal of mathematical psychology},
  year={2000},
  volume={44 1},
  pages={
          92-107
        }
}
  • Wasserman
  • Published 1 March 2000
  • Economics
  • Journal of mathematical psychology
This paper reviews the Bayesian approach to model selection and model averaging. In this review, I emphasize objective Bayesian methods based on noninformative priors. I will also discuss implementation details, approximations, and relationships to other methods. Copyright 2000 Academic Press. 
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