encm.md

layout	mathjax	author	affiliation	e_mail	date	title	chapter	section	topic	definition	sources	def_id	shortcut	username
definition	true	Thomas J. Faulkenberry	Tarleton State University	faulkenberry@tarleton.edu	2020-09-02 05:00:00 -0700	Encompassing model	Model Selection	Bayesian model selection	Bayes factor	Encompassing model	authors year title in pages url doi Klugkist, I., Kato, B., and Hoijtink, H. 2005 Bayesian model selection using encompassing priors Statistica Neerlandica vol. 59, no. 1, pp. 57-69 https://dx.doi.org/10.1111/j.1467-9574.2005.00279.x 10.1111/j.1467-9574.2005.00279.x	D93	encm	tomfaulkenberry

Definition: Consider a family $f$ of generative models $m$ on data $y$, where each $m \in f$ is defined by placing an inequality constraint on model parameter(s) $\theta$ (e.g., $m:\theta>0$). Then the encompassing model $m_e$ is constructed such that each $m$ is nested within $m_e$ and all inequality constraints on the parameter(s) $\theta$ are removed.