An exploration of sequential Bayesian variable selection -- A comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective"
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arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2025
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| _version_ | 1866914066531876864 |
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| author | Arnold, Sebastian Ly, Alexander |
| author_facet | Arnold, Sebastian Ly, Alexander |
| contents | Our comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specifically, we consider the sequential setting where (potentially missing) data accumulate over time, with the goal of continuously monitoring statistical evidence, as opposed to assessing it only once data collection terminates. We explore a new variable selection method based on sequential model confidence sets, as proposed by Arnold et al. (2024), and show that it can help stabilise the inference of García-Donato et al. (2025). To be published as "Invited discussion" in Bayesian Analysis. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_22901 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An exploration of sequential Bayesian variable selection -- A comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" Arnold, Sebastian Ly, Alexander Methodology Statistics Theory 62J05 (Primary), 62L10 (Secondary) Our comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" explores a further extension of the proposed methodology. Specifically, we consider the sequential setting where (potentially missing) data accumulate over time, with the goal of continuously monitoring statistical evidence, as opposed to assessing it only once data collection terminates. We explore a new variable selection method based on sequential model confidence sets, as proposed by Arnold et al. (2024), and show that it can help stabilise the inference of García-Donato et al. (2025). To be published as "Invited discussion" in Bayesian Analysis. |
| title | An exploration of sequential Bayesian variable selection -- A comment on García-Donato et al. (2025). "Model uncertainty and missing data: An objective Bayesian perspective" |
| topic | Methodology Statistics Theory 62J05 (Primary), 62L10 (Secondary) |
| url | https://arxiv.org/abs/2509.22901 |