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Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…

Computation · Statistics 2021-03-15 David T. Frazier , David J. Nott , Christopher Drovandi , Robert Kohn

We describe Bayes factors based on z, t, $\chi^2$, and F statistics when non-local moment prior distributions are used to define alternative hypotheses. The non-local alternative prior distributions are centered on standardized effects. The…

Methodology · Statistics 2024-07-26 Saptati Datta , Rachael Shudde , Valen E. Johnson

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

Joint modeling of a large number of variables often requires dimension reduction strategies that lead to structural assumptions of the underlying correlation matrix, such as equal pair-wise correlations within subsets of variables. The…

Methodology · Statistics 2022-07-26 Samuel Perreault , Johanna Neslehova , Thierry Duchesne

In the Bayesian literature on model comparison, Bayes factors play the leading role. In the classical statistical literature, model selection criteria are often devised used cross-validation ideas. Amalgamating the ideas of Bayes factor and…

Statistics Theory · Mathematics 2020-06-12 Debashis Chatterjee , Sourabh Bhattacharya

Bayes factors for composite hypotheses have difficulty in encoding vague prior knowledge, as improper priors cannot be used and objective priors may be subjectively unreasonable. To address these issues I revisit the posterior Bayes factor,…

Methodology · Statistics 2024-02-29 Frank Dudbridge

We consider the problems of hypothesis testing and model comparison under a flexible Bayesian linear regression model whose formulation is closely connected with the linear mixed effect model and the parametric models for SNP set analysis…

Methodology · Statistics 2015-02-24 Xiaoquan Wen

In this paper we propose a Bayesian answer to testing problems when the hypotheses are not well separated. The idea of the method is to study the posterior distribution of a discrepancy measure between the parameter and the model we want to…

Statistics Theory · Mathematics 2017-06-28 Jean-Bernard Salomond

This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesian perspective. Two new families of tests are constructed. The first uses constrained smoothing splines, together with a hierarchical…

Methodology · Statistics 2014-06-03 James G. Scott , Thomas S. Shively , Stephen G. Walker

Zellner's $g$-prior is a popular prior choice for the model selection problems in the context of normal regression models. Wang and Sun [J. Statist. Plann. Inference 147 (2014) 95-105] recently adopt this prior and put a special hyper-prior…

Statistics Theory · Mathematics 2016-06-07 Min Wang , Yuzo Maruyama

Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms…

Data Analysis, Statistics and Probability · Physics 2010-09-29 M. J. Betancourt

Across the empirical sciences, few statistical procedures rival the popularity of the frequentist t-test. In contrast, the Bayesian versions of the t-test have languished in obscurity. In recent years, however, the theoretical and practical…

Methodology · Statistics 2018-12-17 Quentin F. Gronau , Alexander Ly , Eric-Jan Wagenmakers

Ranked data is commonly used in research across many fields of study including medicine, biology, psychology, and economics. One common statistic used for analyzing ranked data is Kendall's {\tau} coefficient, a non-parametric measure of…

Methodology · Statistics 2023-09-04 Nicholas D. Edwards , Enzo de Jong , Stephen T. Ferguson

The choice of the summary statistics used in Bayesian inference and in particular in ABC algorithms has bearings on the validation of the resulting inference. Those statistics are nonetheless customarily used in ABC algorithms without…

Statistics Theory · Mathematics 2013-08-23 J. -M. Marin , N. Pillai , C. P. Robert , J. Rousseau

A coefficient is introduced that quantifies the extent of separation of a random variable $Y$ relative to a number of variables $\mathbf{X} = (X_1, \dots, X_p)$ by skillfully assessing the sensitivity of the relative effects of the…

Methodology · Statistics 2025-03-27 Sebastian Fuchs , Carsten Limbach , Patrick B. Langthaler

We consider a nonparametric Bayesian approach to estimation and testing for a multivariate monotone density. Instead of following the conventional Bayesian route of putting a prior distribution complying with the monotonicity restriction,…

Statistics Theory · Mathematics 2023-06-09 Kang Wang , Subhashis Ghosal

We consider the problem of testing the equality of conditional distributions of a response variable given a vector of covariates between two populations. Such a hypothesis testing problem can be motivated from various machine learning and…

Methodology · Statistics 2023-02-24 Xiaoyu Hu , Jing Lei

In practical situations, most experimental designs often yield unbalanced data which have different numbers of observations per unit because of cost constraints, or missing data, etc. In this paper, we consider the Bayesian approach to…

Methodology · Statistics 2012-05-22 Min Wang , Xiaoqian Sun

In this paper, we propose a procedure to test the independence of bivariate censored data, which is generic and applicable to any censoring types in the literature. To test the hypothesis, we consider a rank-based statistic, Kendall's tau…

Methodology · Statistics 2022-07-13 Seonghun Cho , Donghyeon Yu , Johan Lim

Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…

Data Analysis, Statistics and Probability · Physics 2020-10-07 Shiyang Chen , Amin Ghadami , Bogdan I. Epureanu