On the mathematics of the Jeffreys–Lindley paradox

DOI10.1080/03610926.2017.1295073zbMath1384.62015arXiv1503.04098OpenAlexW2963568184MaRDI QIDQ4606467

Cristiano Villa, Stephen G. Walker

Publication date: 7 March 2018

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04098

zbMATH Keywords

Bayes factorKullback-Leibler divergenceBayesian hypothesis testingself-information loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (5)

Bayes factor asymptotics for variable selection in the Gaussian process framework ⋮ Prior distributions for objective Bayesian analysis ⋮ History and nature of the Jeffreys-Lindley paradox ⋮ Systematic deviation in mean of log bayes factor: Implication and application ⋮ Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research

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