English
Related papers

Related papers: Empirical Bayes factors for common hypothesis test…

200 papers

The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…

Methodology · Statistics 2012-05-02 David R. Bickel

Testing the equality of two proportions is a common procedure in science, especially in medicine and public health. In these domains it is crucial to be able to quantify evidence for the absence of a treatment effect. Bayesian hypothesis…

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

Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Methodology · Statistics 2021-08-17 Xiuwen Duan

Expected-posterior priors (EPP) have been proved to be extremely useful for testing hypothesis on the regression coefficients of normal linear models. One of the advantages of using EPPs is that impropriety of baseline priors causes no…

Computation · Statistics 2014-12-02 Dimitris Fouskakis , Ioannis Ntzoufras

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 are characterized by both the powerful mathematical framework of Bayesian statistics and the useful interpretation as evidence quantification. Former requires a parameter distribution that changes by seeing the data, latter…

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

Partial correlation coefficients are widely applied in the social sciences to evaluate the relationship between two variables after accounting for the influence of others. In this article, we present Bayes Factor Functions (BFFs) for…

Methodology · Statistics 2026-04-16 Saptati Datta

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

Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…

Statistics Theory · Mathematics 2012-07-24 Yunwen Yang , Xuming He

The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…

Methodology · Statistics 2023-09-28 Samuel Pawel , Frederik Aust , Leonhard Held , Eric-Jan Wagenmakers

We propose a new empirical Bayes approach for inference in the $p \gg n$ normal linear model. The novelty is the use of data in the prior in two ways, for centering and regularization. Under suitable sparsity assumptions, we establish a…

Statistics Theory · Mathematics 2018-12-06 Ryan Martin , Raymond Mess , Stephen G. Walker

Motivated by the forensic problem of determining the strength of evidence of a continuously distributed measurement of evidence, in the situation of composite hypotheses of the prosecutor and the defence concerning a parameter of a…

Applications · Statistics 2018-02-02 Bert van Es

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

Empirical Bayes is a versatile approach to `learn from a lot' in two ways: first, from a large number of variables and second, from a potentially large amount of prior information, e.g. stored in public repositories. We review applications…

Methodology · Statistics 2018-03-19 Mark A. van de Wiel , Dennis E. te Beest , Magnus Münch

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…

Statistics Theory · Mathematics 2024-02-28 Luai Al-Labadi , Ayman Alzaatreh , Michael Evans

We discuss the use of empirical Bayes for data integration, in the sense of transfer learning. Our main interest is in settings where one wishes to learn structure (e.g. feature selection) and one only has access to incomplete data from…

Methodology · Statistics 2026-02-06 Paul Rognon-Vael , David Rossell

Large-scale randomized experiments, sometimes called A/B tests, are increasingly prevalent in many industries. Though such experiments are often analyzed via frequentist $t$-tests, arguably such analyses are deficient: $p$-values are hard…

Methodology · Statistics 2020-03-27 F. Richard Guo , James McQueen , Thomas S. Richardson

The Bayes factor, the data-based updating factor from prior to posterior odds, is a principled measure of relative evidence for two competing hypotheses. It is naturally suited to sequential data analysis in settings such as clinical trials…

Methodology · Statistics 2026-01-07 Samuel Pawel , Leonhard Held

With an increasing number of replication studies performed in psychological science, the question of how to evaluate the outcome of a replication attempt deserves careful consideration. Bayesian approaches allow to incorporate uncertainty…

Applications · Statistics 2018-09-14 Christopher Harms