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In this note we introduce linear regression with basis functions in order to apply Bayesian model selection. The goal is to incorporate Occam's razor as provided by Bayes analysis in order to automatically pick the model optimally able to…

Statistics Theory · Mathematics 2015-12-16 Miguel de Benito Delgado , Philipp Wacker

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…

Astrophysics · Physics 2008-11-26 Roberto Trotta

Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…

Computation · Statistics 2018-12-11 Thomas J. Faulkenberry

The task of parametric model selection is cast in terms of a statistical mechanics on the space of probability distributions. Using the techniques of low-temperature expansions, we arrive at a systematic series for the Bayesian posterior…

Condensed Matter · Physics 2008-02-03 Vijay Balasubramanian

In this paper, I develop a formula for estimating Bayes factors directly from minimal summary statistics produced in repeated measures analysis of variance designs. The formula, which requires knowing only the $F$-statistic, the number of…

Methodology · Statistics 2022-09-20 Thomas J. Faulkenberry

How do we compare between hypotheses that are entirely consistent with observations? The marginal likelihood (aka Bayesian evidence), which represents the probability of generating our observations from a prior, provides a distinctive…

Machine Learning · Computer Science 2023-05-03 Sanae Lotfi , Pavel Izmailov , Gregory Benton , Micah Goldblum , Andrew Gordon Wilson

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

Bayesian inference is used to estimate continuous parameter values given measured data in many fields of science. The method relies on conditional probability densities to describe information about both data and parameters, yet the notion…

Methodology · Statistics 2025-03-25 Klaus Mosegaard , Andrew Curtis

The marginal likelihood, also known as the evidence, is regarded as a mathematical embodiment of Occam's razor, enabling model selection that avoids overfitting. The evidence lower bound (ELBO) objective from variational inference has also…

Machine Learning · Statistics 2026-04-30 Ethan Harvey , Michael C. Hughes

The is no other model or hypothesis verification tool in Bayesian statistics that is as widely used as the Bayes factor. We focus on generative models that are likelihood-free and, therefore, render the computation of Bayes factors…

Methodology · Statistics 2024-12-30 Jungeum Kim , Veronika Rockova

In Bayesian hypothesis testing, evidence for a statistical model is quantified by the Bayes factor, which represents the relative likelihood of observed data under that model compared to another competing model. In general, computing Bayes…

Computation · Statistics 2021-12-07 Thomas J. Faulkenberry

One of the main current challenges in itemset mining is to discover a small set of high-quality itemsets. In this paper we propose a new and general approach for measuring the quality of itemsets. The method is solidly founded in Bayesian…

Databases · Computer Science 2019-02-12 Nikolaj Tatti

This paper derives an objective Bayesian "prior" based on considerations of entropy/information. By this means, it produces a quantitative measure of goodness of fit (the "H-statistic") that balances higher likelihood against the number of…

Astrophysics · Physics 2008-11-26 Rafael D. Sorkin

A wide variety of battery models are available, and it is not always obvious which model `best' describes a dataset. This paper presents a Bayesian model selection approach using Bayesian quadrature. The model evidence is adopted as the…

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it…

Data Analysis, Statistics and Probability · Physics 2022-10-05 Jakob Robnik , Uroš Seljak

Bayes factors are an increasingly popular tool for indexing evidence from experiments. For two competing population models, the Bayes factor reflects the relative likelihood of observing some data under one model compared to the other. In…

Methodology · Statistics 2023-04-26 Thomas J. Faulkenberry , Keelyn B. Brennan

Some scientific research questions ask to guide decisions and others do not. By their nature frequentist hypothesis-tests yield a dichotomous test decision as result, rendering them rather inappropriate for latter types of research…

Methodology · Statistics 2021-10-20 Patrick Schwaferts , Thomas Augustin

Here we argue that the notion of falsifiability, a key concept in defining a valid scientific theory, can be quantified using Bayesian Model Selection, which is a standard tool in modern statistics. This relates falsifiability to the…

History and Philosophy of Physics · Physics 2015-06-03 Ilya Nemenman

Inferences about hypotheses are ubiquitous in the cognitive sciences. Bayes factors provide one general way to compare different hypotheses by their compatibility with the observed data. Those quantifications can then also be used to choose…

Bayesian model comparison implements Occam's razor through its sensitivity to the prior. However, prior-dependence makes it important to assess the influence of plausible alternative priors. Such prior sensitivity analyses for the Bayesian…

Methodology · Statistics 2026-01-22 Zixiao Hu , Jason D. McEwen
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