Related papers: Is the Jeffreys' scale a reliable tool for Bayesia…
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…
Constraints on cosmological parameters are often distilled from sky surveys by fitting templates to summary statistics of the data that are motivated by a fiducial cosmological model. However, recent work has shown how to estimate the…
The application of Bayesian methods in cosmology and astrophysics has flourished over the past decade, spurred by data sets of increasing size and complexity. In many respects, Bayesian methods have proven to be vastly superior to more…
Inference from limited data requires a notion of measure on parameter space, most explicit in the Bayesian framework as a prior. Here we demonstrate that Jeffreys prior, the best-known uninformative choice, introduces enormous bias when…
This paper considers the problem of model selection within the context of finite element model updating. Given that a number of FEM updating models, with different updating parameters, can be designed, this paper proposes using the Bayesian…
In this paper we consider the issue of paradigm evaluation by applying Bayes' theorem along the following nested hierarchy of progressively more complex structures: i) parameter estimation (within a model), ii) model selection and…
The standard Bayesian model formalism comparison cannot be applied to most cosmological models as they lack well-motivated parameter priors. However, if the data-set being used is separable then it is possible to use some of the data to…
A method is presented for performing joint analyses of cosmological datasets, in which the weight assigned to each dataset is determined directly by it own statistical properties. The weights are considered in a Bayesian context as a set of…
Bayesian parameter inference depends on a choice of prior probability distribution for the parameters in question. The prior which makes the posterior distribution maximally sensitive to data is called the Jeffreys prior, and it is…
A Bayes factor is proposed for testing whether the effect of a key predictor variable on the dependent variable is linear or nonlinear, possibly while controlling for certain covariates. The test can be used (i) when one is interested in…
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…
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…
This review article considers some of the most common methods used in astronomy for regressing one quantity against another in order to estimate the model parameters or to predict an observationally expensive quantity using trends between…
Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for…
Bayesian model selection is a tool to decide whether the introduction of a new parameter is warranted by data. I argue that the usual sampling statistic significance tests for a null hypothesis can be misleading, since they do not take into…
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…
The Bayes factor is a widely used criterion in model comparison and its logarithm is a difference of out-of-sample predictive scores under the logarithmic scoring rule. However, when some of the candidate models involve vague priors on…
When using complex Bayesian models to combine information, the checking for consistency of the information being combined is good statistical practice. Here a new method is developed for detecting prior-data conflicts in Bayesian models…
Recently, several researchers have claimed that conclusions obtained from a Bayes factor (or the posterior odds) may contradict those obtained from Bayesian posterior estimation. In this short paper, we wish to point out that no such…
Model selection aims to determine which theoretical models are most plausible given some data, without necessarily asking about the preferred values of the model parameters. A common model selection question is to ask when new data require…