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154
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 1567 (72 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.
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 134 (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

Cited by 107 (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
Dimensioning Large Call Centers
 OPERATIONS RESEARCH
, 2000
"... We develop a framework for asymptotic optimization of a queueing system. The motivation is the staffing problem of call centers with 100's of agents (or more). Such a call center is modeled as an M/M/N queue, where the number of agents N is large. Within our framework, we determine the asymptot ..."
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Cited by 106 (12 self)
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We develop a framework for asymptotic optimization of a queueing system. The motivation is the staffing problem of call centers with 100's of agents (or more). Such a call center is modeled as an M/M/N queue, where the number of agents N is large. Within our framework, we determine the asymptotically optimal staffing level N that trades off agents' costs with service quality: the higher the latter, the more expensive is the former. As an alternative to this optimization, we also develop a constraint satisfaction approach where one chooses the least N that adheres to a given constraint on waiting cost. Either way, the analysis gives rise to three regimes of operation: qualitydriven, where the focus is on service quality; efficiencydriven, which emphasizes agents' costs; and a rationalized regime that balances, and in fact unifies, the other two. Numerical experiments reveal remarkable accuracy of our asymptotic approximations: over a wide range of parameters, from the very small ...
Evolutionary Game Dynamics in Finite Populations
, 2004
"... We introduce a model of stochastic evolutionary game dynamics in finite populations which is similar to the familiar replicator dynamics for infinite populations. Our focus is on the conditions for selection favoring the invasion and/or fixation of new phenotypes. For infinite populations, there are ..."
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Cited by 87 (12 self)
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We introduce a model of stochastic evolutionary game dynamics in finite populations which is similar to the familiar replicator dynamics for infinite populations. Our focus is on the conditions for selection favoring the invasion and/or fixation of new phenotypes. For infinite populations, there are three generic selection scenarios describing evolutionary game dynamics among two strategies. For finite populations, there are eight selection scenarios. For a fixed payoff matrix a number of these scenarios can occur for different population sizes. We discuss several examples with unexpected behavior.
Basic Analytic Combinatorics of Directed Lattice Paths
 Theoretical Computer Science
, 2001
"... This paper develops a unified enumerative and asymptotic theory of directed 2dimensional lattice paths in halfplanes and quarterplanes. The lattice paths are speci ed by a finite set of rules that are both time and space homogeneous, and have a privileged direction of increase. (They are then ess ..."
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Cited by 80 (13 self)
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This paper develops a unified enumerative and asymptotic theory of directed 2dimensional lattice paths in halfplanes and quarterplanes. The lattice paths are speci ed by a finite set of rules that are both time and space homogeneous, and have a privileged direction of increase. (They are then essentially 1dimensional objects.) The theory relies on a specific "kernel method" that provides an important decomposition of the algebraic generating functions involved, as well as on a generic study of singularities of an associated algebraic curve. Consequences are precise computable estimates for the number of lattice paths of a given length under various constraints (bridges, excursions, meanders) as well as a characterization of the limit laws associated to several basic parameters of paths.
Dynamical Sources in Information Theory: A General Analysis of Trie Structures
 ALGORITHMICA
, 1999
"... Digital trees, also known as tries, are a general purpose flexible data structure that implements dictionaries built on sets of words. An analysis is given of three major representations of tries in the form of arraytries, list tries, and bsttries ("ternary search tries"). The size an ..."
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Cited by 62 (7 self)
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Digital trees, also known as tries, are a general purpose flexible data structure that implements dictionaries built on sets of words. An analysis is given of three major representations of tries in the form of arraytries, list tries, and bsttries ("ternary search tries"). The size and the search costs of the corresponding representations are analysed precisely in the average case, while a complete distributional analysis of height of tries is given. The unifying data model used is that of dynamical sources and it encompasses classical models like those of memoryless sources with independent symbols, of finite Markovchains, and of nonuniform densities. The probabilistic behaviour of the main parameters, namely size, path length, or height, appears to be determined by two intrinsic characteristics of the source: the entropy and the probability of letter coincidence. These characteristics are themselves related in a natural way to spectral properties of specific transfer operators of the Ruelle type.
Random maps, coalescing saddles, singularity analysis, and Airy phenomena
 Random Structures & Algorithms
, 2001
"... A considerable number of asymptotic distributions arising in random combinatorics and analysis of algorithms are of the exponentialquadratic type, that is, Gaussian. We exhibit a class of "universal" phenomena that are of the exponentialcubic type, corresponding to distributions that i ..."
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Cited by 60 (6 self)
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A considerable number of asymptotic distributions arising in random combinatorics and analysis of algorithms are of the exponentialquadratic type, that is, Gaussian. We exhibit a class of "universal" phenomena that are of the exponentialcubic type, corresponding to distributions that involve the Airy function. In this paper, such Airy phenomena are related to the coalescence of saddle points and the confluence of singularities of generating functions. For about a dozen types of random planar maps, a common Airy distribution (equivalently, a stable law of exponent 3/2) describes the sizes of cores and of largest (multi)connected components. Consequences include the analysis and fine optimization of random generation algorithms for multiply connected planar graphs. Based on an extension of the singularity analysis framework suggested by the Airy case, the paper also presents a general classification of compositional schemas in analytic combinatorics.
Estimating Bayes Factors via Posterior Simulation with the LaplaceMetropolis Estimator
 Journal of the American Statistical Association
, 1994
"... The key quantity needed for Bayesian hypothesis testing and model selection is the marginal likelihood for a model, also known as the integrated likelihood, or the marginal probability of the data. In this paper we describe a way to use posterior simulation output to estimate marginal likelihoods. W ..."
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Cited by 55 (11 self)
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The key quantity needed for Bayesian hypothesis testing and model selection is the marginal likelihood for a model, also known as the integrated likelihood, or the marginal probability of the data. In this paper we describe a way to use posterior simulation output to estimate marginal likelihoods. We describe the basic LaplaceMetropolis estimator for models without random effects. For models with random effects the compound LaplaceMetropolis estimator is introduced. This estimator is applied to data from the World Fertility Survey and shown to give accurate results. Batching of simulation output is used to assess the uncertainty involved in using the compound LaplaceMetropolis estimator. The method allows us to test for the effects of independent variables in a random effects model, and also to test for the presence of the random effects. KEY WORDS: LaplaceMetropolis estimator; Random effects models; Marginal likelihoods; Posterior simulation; World Fertility Survey. 1 Introduction...
Hyperloglog: The analysis of a nearoptimal cardinality estimation algorithm
 IN AOFA ’07: PROCEEDINGS OF THE 2007 INTERNATIONAL CONFERENCE ON ANALYSIS OF ALGORITHMS
, 2007
"... This extended abstract describes and analyses a nearoptimal probabilistic algorithm, HYPERLOGLOG, dedicated to estimating the number of distinct elements (the cardinality) of very large data ensembles. Using an auxiliary memory of m units (typically, “short bytes”), HYPERLOGLOG performs a single pa ..."
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Cited by 44 (1 self)
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This extended abstract describes and analyses a nearoptimal probabilistic algorithm, HYPERLOGLOG, dedicated to estimating the number of distinct elements (the cardinality) of very large data ensembles. Using an auxiliary memory of m units (typically, “short bytes”), HYPERLOGLOG performs a single pass over the data and produces an estimate of the cardinality such that the relative accuracy (the standard error) is typically about 1.04 / √ m. This improves on the best previously known cardinality estimator, LOGLOG, whose accuracy can be matched by consuming only 64% of the original memory. For instance, the new algorithm makes it possible to estimate cardinalities well beyond 10 9 with a typical accuracy of 2 % while using a memory of only 1.5 kilobytes. The algorithm parallelizes optimally and adapts to the sliding window model.