Related papers: The power of Bayesian evidence in astronomy
The ratio of Bayesian evidences is a popular tool in cosmology to compare different models. There are however several issues with this method: Bayes' ratio depends on the prior even in the limit of non-informative priors, and Jeffrey's…
Bayesian evidence ratios give a very attractive way of comparing models, and being able to quote the odds on a particular model seems a very clear motivation for making a choice. Jeffreys' scale of evidence is often used in the…
We look at the distribution of the Bayesian evidence for mock realizations of supernova and baryon acoustic oscillation data. The ratios of Bayesian evidences of different models are often used to perform model selection. The significance…
Bayesian evidence ratios are widely used to quantify the statistical consistency between different experiments. However, since the evidence ratio is prior dependent, the precise translation between its value and the degree of…
In this paper we review the concepts of Bayesian evidence and Bayes factors, also known as log odds ratios, and their application to model selection. The theory is presented along with a discussion of analytic, approximate and numerical…
Both the Bayes factor and the relative belief ratio satisfy the principle of evidence and so can be seen to be valid measures of statistical evidence. Certainly Bayes factors are regularly employed. The question then is: which of these…
Summary statistics of the likelihood, such as the Bayesian evidence, offer a principled way of comparing models and assessing tension between, or within, the results of physical experiments. Noisy realisations of the data induce scatter in…
Bayesian hypothesis testing is re-examined from the perspective of an a priori assessment of the test statistic distribution under the alternative. By assessing the distribution of an observable test statistic, rather than prior parameter…
The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This paper presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed…
The Bayesian evidence is a key tool in model selection, allowing a comparison of models with different numbers of parameters. Its use in analysis of cosmological models has been limited by difficulties in calculating it, with current…
This paper develops a Bayesian approach for assessing equivalence and non-inferiority hypotheses in two-arm trials using relative belief ratios. A relative belief ratio is a measure of statistical evidence and can indicate evidence either…
We introduce a new conservative test for quantifying the consistency of two or more datasets. The test is based on the Bayesian answer to the question, ``How much more probable is it that all my data were generated from the same model…
The Bayes factor, the data-based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter…
In the last two decades, Bayesian inference has become commonplace in astronomy. At the same time, the choice of algorithms, terminology, notation, and interpretation of Bayesian inference varies from one sub-field of astronomy to the next,…
The measurement of the efficiency of an event selection is always an important part of the analysis of experimental data. The statistical techniques which are needed to determine the efficiency and its uncertainty are reviewed. Frequentist…
Some large scale inference problems are considered based on using the relative belief ratio as a measure of statistical evidence. This approach is applied to the multiple testing problem. A particular application of this is concerned with…
Astronomers are often confronted with funky populations and distributions of objects: brighter objects are more likely to be detected; targets are selected based on colour cuts; imperfect classification yields impure samples. Failing to…
There has been increasing interest by cosmologists in applying Bayesian techniques, such as Bayesian Evidence, for model selection. A typical example is in assessing whether observational data favour a cosmological constant over evolving…
Separating a stochastic gravitational wave background (SGWB) from noise is a challenging statistical task. One approach to establishing a detection criterion for the SGWB is using Bayesian evidence. If the evidence ratio (Bayes factor)…
Gibbs random fields play an important role in statistics. However they are complicated to work with due to an intractability of the likelihood function and there has been much work devoted to finding computational algorithms to allow…