A Bayesian Information Criterion for Singular Models

On Wednesday, Mathias Drton and I will be presenting a read paper on Bayesian model choice for singular models at the Royal Statistical Society in London. You can read more about it on the RSS web site , where you can also download a preprint. The paper is scheduled to appear, with the discussion, in Series B of the Journal of the Royal Statistical Society next year.

The CRAN package sBIC by Luca Weihs implements the ideas in the paper and includes a series of vignettes that allow you to step through some of the examples in the paper.

singular-likelihood