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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

A staple of Bayesian model comparison and hypothesis testing, Bayes factors are often used to quantify the relative predictive performance of two rival hypotheses. The computation of Bayes factors can be challenging, however, and this has…

Methodology · Statistics 2023-09-19 František Bartoš , Eric-Jan Wagenmakers

A probabilistic technique for the joint estimation of background and sources with the aim of detecting faint and extended celestial objects is described. Bayesian probability theory is applied to gain insight into the coexistence of…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 F. Guglielmetti , R. Fischer , V. Dose

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

We discuss the use of the Bayesian evidence ratio, or Bayes factor, for model selection in astronomy. We treat the evidence ratio as a statistic and investigate its distribution over an ensemble of experiments, considering both simple…

Instrumentation and Methods for Astrophysics · Physics 2015-05-27 C. R. Jenkins , J. A. Peacock

Strong gravitational lenses are unique cosmological probes. These produce multiple images of a single source. Whether a single galaxy, a group or a cluster, extracting cosmologically relevant information requires an accurate modeling of the…

Cosmology and Nongalactic Astrophysics · Physics 2011-12-13 Irène Balmès

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…

Methodology · Statistics 2021-09-16 Joris Mulder

We consider the Bayesian detection statistic for a targeted search for continuous gravitational waves, known as the $\mathcal{B}$-statistic. This is a Bayes factor between signal and noise hypotheses, produced by marginalizing over the four…

General Relativity and Quantum Cosmology · Physics 2018-12-19 John J. Bero , John T. Whelan

Rigorously quantifying the information in high contrast imaging data is important for informing follow-up strategies to confirm the substellar nature of a point source, constraining theoretical models of planet-disk interactions, and…

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…

Cosmology and Nongalactic Astrophysics · Physics 2024-12-16 Luca Amendola , Vrund Patel , Ziad Sakr , Elena Sellentin , Kevin Wolz

Current analysis of astronomical data are confronted with the daunting task of modeling the awkward features of astronomical data, among which heteroscedastic (point-dependent) errors, intrinsic scatter, non-ignorable data collection…

Instrumentation and Methods for Astrophysics · Physics 2011-12-19 S. Andreon

In statistics, there are a variety of methods for performing model selection that all stem from slightly different paradigms of statistical inference. The reasons for choosing one particular method over another seem to be based entirely on…

Statistics Theory · Mathematics 2019-01-29 Danica M. Ommen , Christopher P. Saunders

While gravitational waves have not yet been measured directly, data analysis from detection experiments commonly includes an upper limit statement. Such upper limits may be derived via a frequentist or Bayesian approach; the theoretical…

Data Analysis, Statistics and Probability · Physics 2015-03-19 Christian Röver , Chris Messenger , Reinhard Prix

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

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

Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…

Neurons and Cognition · Quantitative Biology 2014-09-10 Max Hinne , Alex Lenkoski , Tom Heskes , Marcel van Gerven

Bayes factors, in many cases, have been proven to bridge the classic -value based significance testing and bayesian analysis of posterior odds. This paper discusses this phenomena within the binomial A/B testing setup (applicable for…

Other Statistics · Statistics 2019-03-04 Maciej Skorski

Over the past decade advancements in the understanding of several astrophysical phenomena have allowed us to infer a concordance cosmological model that successfully accounts for most of the observations of our universe. This has opened up…

Cosmology and Nongalactic Astrophysics · Physics 2011-12-13 Irène Balmès , Pier-Stefano Corasaniti

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

The Bayesian evidence is a key tool in model selection, allowing a comparison of models with different numbers of parameters. Its use in analysis of cosmological models has been limited by difficulties in calculating it, with current…

Cosmology and Nongalactic Astrophysics · Physics 2023-02-01 Juan Garcia-Bellido