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

DOI10.1007/S40300-019-00159-0MaRDI QIDQ2175373zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3983087 (Why is no real title available?)
• scientific article; zbMATH DE number 3791441 (Why is no real title available?)
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• Hierarchical shrinkage priors for regression models
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• Limiting behavior of the Jeffreys power-expected-posterior Bayes factor in Gaussian linear models
• On the use of non-local prior densities in Bayesian hypothesis tests
• Penalising model component complexity: a principled, practical approach to constructing priors
• Power-expected-posterior priors for generalized linear models
• Power-expected-posterior priors for variable selection in Gaussian linear models
• Prior distributions for objective Bayesian analysis
• The Intrinsic Bayes Factor for Model Selection and Prediction
• The formal definition of reference priors
• Training samples in objective Bayesian model selection.

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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