A Bayesian Information Criterion for Singular Models

On Wednesday, Mathias Drton and I will be presenting a read paper on Bayesian model choice for singular models at the Royal Statistical Society in London. You can read more about it on the RSS web site, where you can also download a preprint. The paper is scheduled to appear, with the discussion, in Series B of the Journal of the Royal Statistical Society next year. The CRAN package sBIC by Luca Weihs implements the ideas in the paper and includes a series of vignettes that allow you to step through some of the examples in the paper.