Another take on the Hyvärinen score for model comparison

Exact log-Bayes factors (log-BF) and H-factors (HF) of M1 against M2, computed for 100 independent samples (thin solid lines) of 1000 observations generated as i.i.d. N(1,1), under three increasingly vague priors for θ1. In a former post, Pierre wrote about Bayesian model comparison and the limitations of Bayes factors in the presence of vague priors.Continue reading “Another take on the Hyvärinen score for model comparison”