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


  • Bayes factor
  • Multiple test
  • Order constraints


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