Results 1 -
7 of
7
Bayes Factors and BIC -- Comment on “A Critique of the Bayesian Information Criterion for Model Selection”
, 1999
"... I would like to thank David L. Weakliem (1999 [this issue]) for a thought-provoking discussion of the basis of the Bayesian information criterion (BIC). We may be in closer agreement than one might think from reading his article. When writing about Bayesian model selection for social researchers, I ..."
Abstract
-
Cited by 10 (5 self)
- Add to MetaCart
I would like to thank David L. Weakliem (1999 [this issue]) for a thought-provoking discussion of the basis of the Bayesian information criterion (BIC). We may be in closer agreement than one might think from reading his article. When writing about Bayesian model selection for social researchers, I focused on the BIC approximation on the grounds that it is easily implemented and often reasonable, and simplifies the exposition of an already technical topic. As Weakliem says, BIC corresponds to one of many possible priors, although I will argue that this prior is such as to make BIC appropriate for baseline reference use and reporting, albeit not necessarily always appropriate for drawing final conclusions. When writing about the same subject for statistical journals, however, I have paid considerable attention to the choice of priors for Bayes factors. I thank Weakliem for bringing this subtle but important topic to the attention of sociologists. In 1986, I proposed replacing P values by Bayes factors as the basis for hypothesis testing and model selection in social research, and I suggested BIC as a simple and convenient, albeit crude, approximation. Since then, a great deal has been learned about Bayes factors in general, and about BIC in particular. Weakliem seems to agree that the Bayes factor framework is a useful one for hypothesis testing and model selection; his concern is with how the Bayes factors are to be evaluated. Weakliem makes two main points about the BIC approximation. The first is that BIC yields an approximation to Bayes factors that corresponds closely to a particular prior (the unit information prior) on
Bayesian regression of piecewise constant functions
- Proc. Bayesian Statistics
, 2007
"... We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in-segment vari ..."
Abstract
-
Cited by 3 (2 self)
- Add to MetaCart
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in-segment variance. We also propose a Bayesian regression curve as a better way of smoothing data without blurring boundaries. The Bayesian approach also allows straightforward determination of the evidence, break probabilities and error estimates, useful for model selection and significance and robustness studies. We discuss the performance on synthetic and real-world examples. Many possible extensions will be discussed.
Exact Bayesian Regression of Piecewise Constant Functions
, 2007
"... We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary locations, and levels. The derivation works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the in ..."
Abstract
-
Cited by 3 (1 self)
- Add to MetaCart
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary locations, and levels. The derivation works for any noise and segment level prior, e.g. Cauchy which can handle outliers. We derive simple but good estimates for the insegment variance. We also propose a Bayesian regression curve as a better way of smoothing data without blurring boundaries. The Bayesian approach also allows straightforward determination of the evidence, break probabilities and error estimates, useful for model selection and significance and robustness studies. We discuss the performance on synthetic and real-world examples. Many possible extensions are discussed.
The Spatial Extent of Criminogenic Places: A Changepoint Regression of Violence around Bars
"... Crime scientists have long known that crime clusters near certain places such as drinking establishments, although the spatial parameters of that clustering are less established. This article proposes a methodology to estimate a distance beyond which there is significantly less evidence of a correla ..."
Abstract
- Add to MetaCart
Crime scientists have long known that crime clusters near certain places such as drinking establishments, although the spatial parameters of that clustering are less established. This article proposes a methodology to estimate a distance beyond which there is significantly less evidence of a correlation between locations and concentrations of crime. The technique uses changepoints derived from a segmented regression applied to spatial buffers emanating from around particular crime-generating land uses. Geographic information system techniques are used to create a series of buffers to determine the density of crime around sites. A changepoint Poisson regression of the buffer midpoints is used to estimate the distance beyond which crime densities do not appear to decline significantly with increasing distance. A case study of violent crime around 1,282 bars in Philadelphia, Pennsylvania, for 2008 reveals that violence is highly clustered within 25.9 m * (85 feet) then dissipates rapidly, a pattern that is not replicated using control sites (fire stations). This is an estimate of the spatial extent of violence around bars, and the technique could be used to estimate the extent of other crimes around a variety of crime-generating locations.

