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52
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 ..."
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Cited by 990 (70 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 onehalf. 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.
Replicated Microarray Data
 Statistica Sinica
, 2001
"... cDNA microarrays permit us to study the expression of thousands of genes simultaneously. They are now used in many dierent contexts to compare mRNA levels between two or more samples of cells. Microarray experiments typically give us expression measurements on a large number of genes, say 10,00020, ..."
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Cited by 130 (7 self)
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cDNA microarrays permit us to study the expression of thousands of genes simultaneously. They are now used in many dierent contexts to compare mRNA levels between two or more samples of cells. Microarray experiments typically give us expression measurements on a large number of genes, say 10,00020,000, but with few, if any replicates for each gene. Traditional methods using means and standard deviations to detect dierential expression are not completely satisfactory in this context, and so a dierent approach seems desirable. In this paper we present an empirical Bayes method for analysing replicated microarray data. Data from all the genes in a replicate set of experiments are combined into estimates of parameters of a prior distribution. These parameter estimates are then combined at the gene level with means and standard deviations to form a statistic B which can be used to decide whether dierential expression has occurred. The statistic B avoids the problems of using averages or tstatistics. The method is illustrated using data from an experiment comparing the expression of genes in the livers of SRBI transgenic mice with that of the corresponding wildtype mice. In addition we present the results of a simulation study estimating the ROC curve of B and three other statistics for determining dierential expression: the average and two simple modications of the usual tstatistic. B was found to be the most powerful of the four, though the margin was not great. The data were simulated to resemble the SRBI data. Keywords: cDNA microarray, dierential expression, empirical Bayes, replication, ROC curve, tstatistic Department of Mathematics, Uppsala University y Correspondence should be addressed to Ingrid Lonnstedt, telephone/fax +46184712842/4713201, e...
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 ..."
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Cited by 89 (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 onehalf. Although there has been much discussion of Bayesian hypothesis testing in the context of criticism of Pvalues, 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 "nonstandard " statistical models that do not satisfy common regularity conditions, it can be technically simpler to calculate Bayes factors than to derive nonBayesian significance
Density Forecasting: A Survey
 Journal of Forecasting
, 2000
"... A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. This chapter presents a selective survey of applications of density forecasting in macroeconomics and finance, and discusses s ..."
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Cited by 68 (9 self)
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A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. This chapter presents a selective survey of applications of density forecasting in macroeconomics and finance, and discusses some issues concerning the production, presentation, and evaluation of density forecasts. This chapter first appeared as an article with the same title in Journal of Forecasting, 19 (2000), 235254. The helpful comments and suggestions of Frank Diebold, Stewart Hodges and two anonymous referees are gratefully acknowledged. Subsequent editorial changes have been made following suggestions from the editors of this volume. Responsibility for errors remains with the authors. 2 1. INTRODUCTION A density forecast of the realization of a random variable at some future time is an estimate of the probability distribution of the possible future values of that variable. It thus provides a complet...
Predictive Model Selection
 Journal of the Royal Statistical Society, Ser. B
, 1995
"... this article we propose three criteria that can be used to address model selection. These emphasize observables rather than parameters and are based on a certain Bayesian predictive density. They have a unifying basis that is simple and interpretable,are free of asymptotic de#nitions,and allow the i ..."
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Cited by 61 (4 self)
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this article we propose three criteria that can be used to address model selection. These emphasize observables rather than parameters and are based on a certain Bayesian predictive density. They have a unifying basis that is simple and interpretable,are free of asymptotic de#nitions,and allow the incorporation of prior information. Moreover,two of these criteria are readily calibrated.
Individuation, counting, and statistical inference: The role of frequency and wholeobject representations in judgment under uncertainty
 Journal of Experimental Psychology: General
, 1998
"... Evolutionary approaches to judgment under uncertainty have led to new data showing that untutored subject reliably produce judgments that conform to may principles of probability theory when (a) they are asked to compute a frequency instead of the probability of a single event, and (b) the relevant ..."
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Cited by 29 (11 self)
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Evolutionary approaches to judgment under uncertainty have led to new data showing that untutored subject reliably produce judgments that conform to may principles of probability theory when (a) they are asked to compute a frequency instead of the probability of a single event, and (b) the relevant information is expressed as frequencies. But are the frequencycomputation systems implicated in these experiments better at operating over some kinds of input than others? Principles of object perception and principles of adaptive design led us to propose the individuation hypothesis: that these systems are designed to produce wellcalibrated statistical inferences when they operate over representations of “whole ” objects, events, and locations. In a series of experiments on Bayesian reasoning, we show that human performance can be systematically improved or degraded by varying whether a correct solution requires one to compute hit and falsealarm rates over “natural ” units, such as whole objects, as opposed to inseparable aspects, views, and other parsings that violate evolved principles of object construal. The ability to make wellcalibrated probability judgments depends, at a very basic level, on the ability to count. The
Recalibrating Software Reliability Models
 IEEE Transactions on Software Engineering
, 1990
"... In spite of much research effort, there is no universally applicable software reliability growth model which can be trusted to give accurate predictions of reliability in all circumstances. Worse, we are not even in a position to be abl _ to decide a priori which of the many models is most suitable ..."
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Cited by 28 (8 self)
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In spite of much research effort, there is no universally applicable software reliability growth model which can be trusted to give accurate predictions of reliability in all circumstances. Worse, we are not even in a position to be abl _ to decide a priori which of the many models is most suitable in a particular context. Our own r_ecent work has tried to resolve this problem by developing techniqueswhereby, for eccch program, the accuracy of various models can be analysed. A user is thus enabled to select that model which is giving the most accurate reliability predictfons for the particular program under examination. One_of these ways of analysing predictive accuracy, which we callthe uplot, in fact allows a user to estimate the relationship between the predicted reliability and the true reliability. In this paper we show how this can be used to improve reliability predictions in a completely general way by a process of recalibration. Simulation results show that the technique gives improved reliability predictions in a large proportion of cases. However, a user does not need to trust the efficacy of recalibration, since the new reliability estimates produced by the technique are truly predictive and so their accuracy in a particular application can be judged using the earlier methods. The generality of this approach would therefore suggest that it be applied as a matter of course whenever a software reliability model is used. (NASACR186407) RECALl BRATING
On adaptive decision rules and decision parameter adaptation for automatic speech recognition
 Proc. IEEE
, 2000
"... Recent advances in automatic speech recognition are accomplished by designing a plugin maximum a posteriori decision rule such that the forms of the acoustic and language model distributions are specified and the parameters of the assumed distributions are estimated from a collection of speech and ..."
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Cited by 27 (4 self)
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Recent advances in automatic speech recognition are accomplished by designing a plugin maximum a posteriori decision rule such that the forms of the acoustic and language model distributions are specified and the parameters of the assumed distributions are estimated from a collection of speech and language training corpora. Maximumlikelihood point estimation is by far the most prevailing training method. However, due to the problems of unknown speech distributions, sparse training data, high spectral and temporal variabilities in speech, and possible mismatch between training and testing conditions, a dynamic training strategy is needed. To cope with the changing speakers and speaking conditions in real operational conditions for highperformance speech recognition, such paradigms incorporate a small amount of speaker and environment specific adaptation data into the training process. Bayesian adaptive learning is an optimal way to combine
Assessing model mimicry using the parametric bootstrap
 Journal of Mathematical Psychology
, 2004
"... We present a general sampling procedure to quantify model mimicry, defined as the ability of a model to account for data generated by a competing model. This sampling procedure, called the parametric bootstrap crossfitting method (PBCM; cf. Williams (J. R. Statist. Soc. B 32 (1970) 350; Biometrics ..."
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Cited by 20 (3 self)
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We present a general sampling procedure to quantify model mimicry, defined as the ability of a model to account for data generated by a competing model. This sampling procedure, called the parametric bootstrap crossfitting method (PBCM; cf. Williams (J. R. Statist. Soc. B 32 (1970) 350; Biometrics 26 (1970) 23)), generates distributions of differences in goodnessoffit expected under each of the competing models. In the data informed version of the PBCM, the generating models have specific parameter values obtained by fitting the experimental data under consideration. The data informed difference distributions can be compared to the observed difference in goodnessoffit to allow a quantification of model adequacy. In the data uninformed version of the PBCM, the generating models have a relatively broad range of parameter values based on prior knowledge. Application of both the data informed and the data uninformed PBCM is illustrated with several examples. r 2003 Elsevier Inc. All rights reserved. 1.
Statistical Design for Adaptive Weather Observations
 J. Atmos. Sci
, 1999
"... Suppose that we have the freedom to adapt the observational network by choosing the times and locations of observations. Which choices would yield the best analysis of the atmospheric state or the best subsequent forecast? Here, this problem of "adaptive observations" is formulated as a problem in s ..."
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Cited by 17 (1 self)
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Suppose that we have the freedom to adapt the observational network by choosing the times and locations of observations. Which choices would yield the best analysis of the atmospheric state or the best subsequent forecast? Here, this problem of "adaptive observations" is formulated as a problem in statistical design. The statistical framework provides a rigorous mathematical statement of the adaptive observations problem and indicates where the uncertainty of the current analysis, the dynamics of error evolution, the form and errors of observations, and data assimilation each enter the calculation. The statistical formulation of the problem also makes clear the importance of the optimality criteria (for instance, one might choose to minimize the total error variance in a given forecast) and identifies approximations that make calculation of optimal solutions feasible in principle. Optimal solutions are discussed and interpreted for a variety of cases. Selected approaches to the adaptiv...