Priors via imaginary training samples of sufficient statistics for objective Bayesian hypothesis testing

DOI10.1007/S40300-019-00159-0zbMATH Open1437.62091OpenAlexW2977231085WikidataQ127215044 ScholiaQ127215044MaRDI QIDQ2175373FDOQ2175373

Authors: D. Fouskakis 

Publication date: 29 April 2020

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-019-00159-0

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zbMATH Keywords

Bayesian hypothesis testingexpected-posterior priorsobjective priorspower-expected-posterior priorssufficient statisticsimaginary training samples

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Sufficient statistics and fields (62B05)

Cites Work

• Hierarchical shrinkage priors for regression models
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• A comment on D. V. Lindley's statistical paradox
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• Title not available (Why is that?)
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• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• Accurate and stable Bayesian model selection: the median intrinsic Bayes factor.
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
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• Generalization of Jeffreys Divergence-Based Priors for Bayesian Hypothesis Testing
• Information consistency of the Jeffreys power-expected-posterior prior in Gaussian linear models
• Power-expected-posterior priors for generalized linear models

Cited In (3)

• Variations of power-expected-posterior priors in normal regression models
• Training samples in objective Bayesian model selection.
• Power-expected-posterior priors as mixtures of \(g\)-priors in normal linear models

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