An encompassing prior generalization of the Savage-Dickey density ratio
From MaRDI portal
Publication:2445664
DOI10.1016/j.csda.2010.03.016zbMath1284.62135MaRDI QIDQ2445664
Eric‐Jan Wagenmakers, Raoul P. P. P. Grasman, Ruud Wetzels
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.03.016
hypothesis testing; equality constraints; inequality constraints; Bayesian model selection; Borel-Kolmogorov paradox
Related Items
Unnamed Item, Bayesian evaluation of informative hypotheses for multiple populations, Default Bayes factors for ANOVA designs, Bayesian tests on components of the compound symmetry covariance matrix, An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys, Evaluating evidence for invariant items: a Bayes factor applied to testing measurement invariance in IRT models, Using MCMC chain outputs to efficiently estimate Bayes factors, Distribution-free tests of stochastic dominance for small samples, Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses, Bayesian estimation and hypothesis tests for a circular generalized linear model, Objective Bayesian comparison of constrained analysis of variance models, A tutorial on bridge sampling, Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data, On resolving the Savage-Dickey paradox, Adaptive design optimization for a mnemonic similarity task, An application of multinomial processing tree models and Bayesian methods to understanding memory impairment, Objective Bayesian comparison of order-constrained models in contingency tables, Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference, Bayesian comparison of models with inequality and equality constraints, History and nature of the Jeffreys-Lindley paradox, Choosing Priors for Constrained Analysis of Variance: Methods Based on Training Data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Compatibility of prior specifications across linear models
- Bayesian evaluation of informative hypotheses
- The Bayes factor for inequality and about equality constrained models
- Paradoxes in conditional probability
- Some comments on Bayes factors
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox
- Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
- Probability Theory
- Compatible Prior Distributions for Directed Acyclic Graph Models
- Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio
- The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
- Network Reliability and Borel's Paradox
- Bayesian model selection using encompassing priors
- The Weighted Likelihood Ratio, Sharp Hypotheses about Chances, the Order of a Markov Chain