An objective Bayes factor with improper priors

DOI10.1016/J.CSDA.2021.107404MaRDI QIDQ2076163zbMATH OpenOpenAlexFDO

Authors Cristiano Villa, Stephen G. Walker

Publication date 18 February 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2021.107404

zbMATH Keywords

Bayes factorFisher distancefractional Bayes factorintrinsic Bayes factorobjective Bayes

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

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• Bayesian information in an experiment and the Fisher information distance
• Bayesian model selection based on proper scoring rules
• Default Bayes Factors for Nonnested Hypothesis Testing
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• On Information and Sufficiency
• Prior distributions for objective Bayesian analysis
• Properties of intrinsic and fractional Bayes factors
• Score functions, generalized relative Fisher information and applications
• The Intrinsic Bayes Factor for Model Selection and Prediction

Cited in

(8)

• On a class of objective priors from scoring rules (with discussion)
• Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing
• Detecting renewal states in chains of variable length via intrinsic Bayes factors
• Objective priors in the empirical Bayes framework
• A general approximation to nested Bayes factors with informed priors
• Bayesian hypothesis tests with diffuse priors: can we have our cake and eat it too?
• Risk-informed Bayesian point null hypothesis testing
• Bayes factors for longitudinal model assessment via power posteriors

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