English
Related papers

Related papers: A general approximation to nested Bayes factors wi…

200 papers

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

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…

Statistics Theory · Mathematics 2022-10-24 Harlan Campbell , Paul Gustafson

A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…

Methodology · Statistics 2020-10-14 Jingjing He , Xuefei Guan

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…

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Statistics Theory · Mathematics 2024-05-22 Roger Sewell

Bayesian model selection poses two main challenges: the specification of parameter priors for all models, and the computation of the resulting Bayes factors between models. There is now a large literature on automatic and objective…

Methodology · Statistics 2016-08-11 Leonhard Held , Daniel Sabanés Bové , Isaac Gravestock

Using instruments comprising ordered responses to items are ubiquitous for studying many constructs of interest. However, using such an item response format may lead to items with response categories infrequently endorsed or unendorsed…

Methodology · Statistics 2024-05-02 R. Noah Padgett , Grant B. Morgan , Tim Lomas

Bayesian inference typically relies on specifying a parametric model that approximates the data-generating process. However, misspecified models can yield poor convergence rates and unreliable posterior calibration. Bayesian empirical…

Methodology · Statistics 2025-10-27 Kenyon Ng , Weichang Yu , Howard D. Bondell

Bayesian analyses are often performed using so-called noninformative priors, with a view to achieving objective inference about unknown parameters on which available data depends. Noninformative priors depend on the relationship of the data…

Methodology · Statistics 2013-08-14 Nicholas Lewis

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

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

Bayes factor null hypothesis tests provide a viable alternative to frequentist measures of evidence quantification. Bayes factors for realistic data sets in areas like psychology cannot be calculated exactly and require numerical…

Methodology · Statistics 2025-05-12 Daniel J. Schad , Martin Modrák , Shravan Vasishth

We present a new test of hypothesis in which we seek the probability of the null conditioned on the data, where the null is a simplification undertaken to counter the intractability of the more complex model, that the simpler null model is…

Applications · Statistics 2016-09-20 Dalia Chakrabarty

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly used model comparison tool, which has experienced a recent…

Statistics Theory · Mathematics 2016-07-04 Siddhartha Chib , Todd A. Kuffner

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…

Statistics Theory · Mathematics 2018-08-28 Hedibert F. Lopes , Nicholas G. Polson

Parameter estimates for associated genetic variants, report ed in the initial discovery samples, are often grossly inflated compared to the values observed in the follow-up replication samples. This type of bias is a consequence of the…

Applications · Statistics 2011-04-15 Lizhen Xu , Radu V. Craiu , Lei Sun

The Bayes factor is the gold-standard figure of merit for comparing fits of models to data, for hypothesis selection and parameter estimation. However it is little used because it is computationally very intensive. Here it is shown how…

Data Analysis, Statistics and Probability · Physics 2020-07-21 David J. Dunstan , Joel Crowne , Alan J. Drew

We propose a novel method ($floZ$), based on normalizing flows, to estimate the Bayesian evidence (and its numerical uncertainty) from a pre-existing set of samples drawn from the unnormalized posterior distribution. We validate it on…

Machine Learning · Statistics 2024-12-06 Rahul Srinivasan , Marco Crisostomi , Roberto Trotta , Enrico Barausse , Matteo Breschi

In this paper, we propose a simple and easy-to-implement Bayesian hypothesis test for the presence of an association, described by Kendall's \tau coefficient, between two variables measured on at least an ordinal scale. Owing to the absence…

Methodology · Statistics 2022-09-09 Shen Zhang , Keying Ye , Min Wang