Bayesian comparison of models with inequality and equality constraints

Research output: Contribution to journalArticlepeer-review


A Bayesian model selection procedure for comparing models subject to inequality and/or equality constraints is proposed. An encompassing prior approach is used, and a general form of the Bayes factor of a constrained model against the encompassing model is derived. A simple estimation method is proposed which can estimate the Bayes factors for all candidate models simultaneously by using one set of samples from the encompassing model. A simulation study and a real data analysis demonstrate performance of the method.

Original languageEnglish
Pages (from-to)176-182
Number of pages7
JournalStatistics and Probability Letters
Issue number1
StatePublished - Jan 2014

Bibliographical note

Funding Information:
The author would like to thank a referee and an associate editor for helpful comments. This research was supported by the Basic Science Research Program though the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2010-0010285 ).


  • Bayes factor
  • Multiple test
  • Order constraints


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