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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,…

统计方法学 · 统计学 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…

统计方法学 · 统计学 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…

天体物理仪器与方法 · 物理学 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…

统计理论 · 数学 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…

天体物理仪器与方法 · 物理学 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…

宇宙学与河外天体物理 · 物理学 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…

统计方法学 · 统计学 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…

广义相对论与量子宇宙学 · 物理学 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…

宇宙学与河外天体物理 · 物理学 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…

天体物理仪器与方法 · 物理学 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…

统计理论 · 数学 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…

数据分析、统计与概率 · 物理学 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…

数据分析、统计与概率 · 物理学 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…

统计计算 · 统计学 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…

神经元与认知 · 定量生物学 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…

其他统计学 · 统计学 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…

宇宙学与河外天体物理 · 物理学 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…

统计方法学 · 统计学 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…

宇宙学与河外天体物理 · 物理学 2023-02-01 Juan Garcia-Bellido