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相关论文: A Generalization of the Savage-Dickey Density Rati…

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The Savage-Dickey ratio is known as a specialised representation of the Bayes factor (O'Hagan and Forster, 2004) that allows for a functional plugging approximation of this quantity. We demonstrate here that the Savage-Dickey representation…

统计理论 · 数学 2010-10-11 Jean-Michel Marin , Christian Robert

In this brief research note I present a generalized version of the Savage-Dickey Density Ratio for representation of the Bayes factor (or marginal likelihood ratio) of nested statistical models; the new version takes the form of a…

统计方法学 · 统计学 2013-11-07 Ewan Cameron

We outline a new method to compute the Bayes Factor for model selection which bypasses the Bayesian Evidence. Our method combines multiple models into a single, nested, Supermodel using one or more hyperparameters. Since the models are now…

天体物理仪器与方法 · 物理学 2016-09-09 A. Mootoovaloo , Bruce A. Bassett , M. Kunz

A core motivation of science is to evaluate which scientific model best explains observed data. Bayesian model comparison provides a principled statistical approach to comparing scientific models and has found widespread application within…

宇宙学与河外天体物理 · 物理学 2025-06-06 Kiyam Lin , Alicja Polanska , Davide Piras , Alessio Spurio Mancini , Jason D. McEwen

With the advent of so-called default Bayesian hypothesis tests, scientists in applied fields have gained access to a powerful and principled method for testing hypotheses. However, such default tests usually come with a compromise,…

统计计算 · 统计学 2021-12-07 Thomas J. Faulkenberry

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…

天体物理学 · 物理学 2008-11-26 Roberto Trotta

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…

Garcia-Donato et al. (2025) present a methodology for handling missing data in a model selection problem using an objective Bayesian approach. The current comment discusses an alternative, existing objective Bayesian method for this…

统计方法学 · 统计学 2025-12-25 Joris Mulder

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…

统计方法学 · 统计学 2023-09-19 František Bartoš , Eric-Jan Wagenmakers

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…

数据分析、统计与概率 · 物理学 2022-10-05 Jakob Robnik , Uroš Seljak

Bayesian optimization has attracted huge attention from diverse research areas in science and engineering, since it is capable of efficiently finding a global optimum of an expensive-to-evaluate black-box function. In general, a…

机器学习 · 计算机科学 2025-07-29 Jungtaek Kim

Data sets for statistical analysis become extremely large even with some difficulty of being stored on one single machine. Even when the data can be stored in one machine, the computational cost would still be intimidating. We propose a…

统计方法学 · 统计学 2020-02-18 Ya Su

Bayes factor sensitivity analysis examines how the evidence for one hypothesis over another depends on the prior distribution. In complex models, the standard approach refits the model at each hyper-parameter value, and the total…

统计方法学 · 统计学 2026-04-24 František Bartoš , Eric-Jan Wagenmakers , Maarten Marsman , Don van den Bergh

In this paper we introduce objective proper prior distributions for hypothesis testing and model selection based on measures of divergence between the competing models; we call them divergence based (DB) priors. DB priors have simple forms…

统计方法学 · 统计学 2009-02-27 M. J. Bayarri , G. García-Donato

The super-parametric density estimators and its related algorism were suggested by Y. -S. Tsai et al [7]. The number of parameters is unlimited in the super- parametric estimators and it is a general theory in sense of unifying or…

统计计算 · 统计学 2008-11-07 Yeong-Shyeong Tsai , Ying-Lin Hsu , Mung-Chung Shung

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

统计方法学 · 统计学 2021-03-15 J. Mulder , H. Hoijtink , X. Gu

Testing the (in)equality of variances is an important problem in many statistical applications. We develop default Bayes factor tests to assess the (in)equality of two or more population variances, as well as a test for whether the…

统计方法学 · 统计学 2022-08-02 Fabian Dablander , Don van den Bergh , Eric-Jan Wagenmakers , Alexander Ly

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…

统计理论 · 数学 2020-06-12 Debashis Chatterjee , Sourabh Bhattacharya

Although discrete mixture modeling has formed the backbone of the literature on Bayesian density estimation, there are some well known disadvantages. We propose an alternative class of priors based on random nonlinear functions of a uniform…

统计理论 · 数学 2015-03-19 Suprateek Kundu , David B. Dunson

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…

统计方法学 · 统计学 2012-05-22 Min Wang , Xiaoqian Sun
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