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Bayes Factors
, 1995
"... In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null ..."
Abstract
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Cited by 718 (65 self)
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In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null is one-half. Although there has been much discussion of Bayesian hypothesis testing in the context of criticism of P -values, less attention has been given to the Bayes factor as a practical tool of applied statistics. In this paper we review and discuss the uses of Bayes factors in the context of five scientific applications in genetics, sports, ecology, sociology and psychology.
Approximate Bayes Factors and Accounting for Model Uncertainty in Generalized Linear Models
, 1993
"... Ways of obtaining approximate Bayes factors for generalized linear models are described, based on the Laplace method for integrals. I propose a new approximation which uses only the output of standard computer programs such as GUM; this appears to be quite accurate. A reference set of proper priors ..."
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Cited by 79 (28 self)
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Ways of obtaining approximate Bayes factors for generalized linear models are described, based on the Laplace method for integrals. I propose a new approximation which uses only the output of standard computer programs such as GUM; this appears to be quite accurate. A reference set of proper priors is suggested, both to represent the situation where there is not much prior information, and to assess the sensitivity of the results to the prior distribution. The methods can be used when the dispersion parameter is unknown, when there is overdispersion, to compare link functions, and to compare error distributions and variance functions. The methods can be used to implement the Bayesian approach to accounting for model uncertainty. I describe an application to inference about relative risks in the presence of control factors where model uncertainty is large and important. Software to implement the
Bayes factors and model uncertainty
- DEPARTMENT OF STATISTICS, UNIVERSITY OFWASHINGTON
, 1993
"... In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null ..."
Abstract
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Cited by 69 (6 self)
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In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null is one-half. Although there has been much discussion of Bayesian hypothesis testing in the context of criticism of P-values, less attention has been given to the Bayes factor as a practical tool of applied statistics. In this paper we review and discuss the uses of Bayes factors in the context of five scientific applications. The points we emphasize are:- from Jeffreys's Bayesian point of view, the purpose of hypothesis testing is to evaluate the evidence in favor of a scientific theory;- Bayes factors offer a way of evaluating evidence in favor ofa null hypothesis;- Bayes factors provide a way of incorporating external information into the evaluation of evidence about a hypothesis;- Bayes factors are very general, and do not require alternative models to be nested;- several techniques are available for computing Bayes factors, including asymptotic approximations which are easy to compute using the output from standard packages that maximize likelihoods;- in "non-standard " statistical models that do not satisfy common regularity conditions, it can be technically simpler to calculate Bayes factors than to derive non-Bayesian significance
Reference analysis
- In Handbook of Statistics 25
, 2005
"... This chapter describes reference analysis, a method to produce Bayesian inferential statements which only depend on the assumed model and the available data. Statistical information theory is used to define the reference prior function as a mathematical description of that situation where data would ..."
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Cited by 5 (2 self)
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This chapter describes reference analysis, a method to produce Bayesian inferential statements which only depend on the assumed model and the available data. Statistical information theory is used to define the reference prior function as a mathematical description of that situation where data would best dominate prior knowledge about the quantity of interest. Reference priors are not descriptions of personal beliefs; they are proposed as formal consensus prior functions to be used as standards for scientific communication. Reference posteriors are obtained by formal use of Bayes theorem with a reference prior. Reference prediction is achieved by integration with a reference posterior. Reference decisions are derived by minimizing a reference posterior expected loss. An information theory based loss function, the intrinsic discrepancy, may be used to derive reference procedures for conventional inference problems in scientific investigation, such as point estimation, region estimation and hypothesis testing.
unknown title
"... The classification maximum likelihood approach is sufficiently general to encompass many current clustering algorithms, including those based on the sum of squares criterion and on the criterion of Friedman and Rubin (1967). However, as currently implemented, it does not allow the specification of w ..."
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The classification maximum likelihood approach is sufficiently general to encompass many current clustering algorithms, including those based on the sum of squares criterion and on the criterion of Friedman and Rubin (1967). However, as currently implemented, it does not allow the specification of which features (orientation, size and shape) are to be common to all clusters and which may differ between clusters. Also, it is restricted to Gaussian distributions and it does not allow for noise. We propose ways of overcoming these limitations. A reparameterization of the covariance matrix allows us to specify that some features, but not all, be the same for all clusters. A practical framework for non-Gaussian clustering is outlined, and a means of incorporating noise in the form of a Poisson process is described. An approximate Bayesian method for choosing the number of clusters is given. The performance of the proposed methods is studied by simulation, with encouraging results. The methods are applied to the analysis of a data set arising in the study of diabetes, and the results seem better than those of previous analyses.
PbiUpJ.Smitb
, 1988
"... How many serious nuclear reactor accidents will there be in the ten years? Some recent correspondence on this topic in the journal reviewed. The approach here uses data from operating experience, the more traditional "technical risk assessment". We derive predictive distributions for the number of f ..."
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How many serious nuclear reactor accidents will there be in the ten years? Some recent correspondence on this topic in the journal reviewed. The approach here uses data from operating experience, the more traditional "technical risk assessment". We derive predictive distributions for the number of future accidents, using a Bayesian approach. Whether or not (optimistic) prior information is incorporated, these are not reassuring. How many serious nuclear reactor accidents will there be in the next ten years? There has recently been some lively correspondence on this topic-in Nature, which seems worth bringing Traditionally, nuclear risk assessment has been carried out by subjectively assigning eXJ:lert opinion to the component events of a nuclear.accident, and then decision trees. This approach, known as "technical risk assessment", Ra.li)mll$S(m r(mort (l'taslnussen et 1975), and the German Risk Study (Federal
Objective Priors for Discrete Parameter Spaces
"... We often have the problem to estimate discrete parameters. • If X | N, p ∼ Bin(N, p), both N and p are unknown. • In a capture-recapture model, it is desired to estimate the unknown population size. • In a Type I or Type II cancering case, one wants to estimate the number of components on test. ..."
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We often have the problem to estimate discrete parameters. • If X | N, p ∼ Bin(N, p), both N and p are unknown. • In a capture-recapture model, it is desired to estimate the unknown population size. • In a Type I or Type II cancering case, one wants to estimate the number of components on test.
A Bayesian approach to combine disparate spatial data
"... Constructing maps of pollution levels is vital for air quality management, and presents statistical problems typical of many environmental and spatial applications. Ideally, such maps would be based on a dense network of monitoring stations, but this does not exist. Instead, there are two main sourc ..."
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Constructing maps of pollution levels is vital for air quality management, and presents statistical problems typical of many environmental and spatial applications. Ideally, such maps would be based on a dense network of monitoring stations, but this does not exist. Instead, there are two main sources of information in the U.S.: one is pollution measurements at a sparse set of about 50 monitoring stations called CASTNet, and the other is the output of the regional scale air quality models (called Models-3). A related problem is the evaluation of these numerical models for air quality applications that is crucial to assist in control strategy selection. Here we

