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Properties of intrinsic and fractional Bayes factors

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Summary

The Fractional Bayes Factor and various forms of Intrinsic Bayes Factor are related methods which have been proposed for Bayesian model comparison when prior information about model parameters is weak. This paper identifies and contrasts various properties of these methods, with particular reference to coherence and practicality.

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Authors and Affiliations

  1. Department of Mathematics, University of Nottingham, NG7 2RD, Nottingham, UK

    A. O’Hagan

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  1. A. O’Hagan
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O’Hagan, A. Properties of intrinsic and fractional Bayes factors. Test 6, 101–118 (1997). https://doi.org/10.1007/BF02564428

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  • DOI: https://doi.org/10.1007/BF02564428

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