The expected demise of the Bayes factor

DOI10.1016/J.JMP.2015.08.002zbMATH Open1357.62127OpenAlexW1850669390MaRDI QIDQ296922FDOQ296922

Authors Christian Robert

Publication date 24 June 2016

Published in Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.08292

zbMATH Keywords

Bayesian inferenceconsistencyBayes factordecision theorymixtures of distributionsevidenceloss functiontesting of hypotheses

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Applications of statistics to psychology (62P15)

Abstract: This note is a discussion commenting on the paper by Ly et al. on "Harold Jeffreys's Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology" and on the perceived shortcomings of the classical Bayesian approach to testing, while reporting on an alternative approach advanced by Kamary, Mengersen, Robert and Rousseau (2014. arxiv:1412.2044) as a solution to this quintessential inference problem.

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Cited in

(11)

• Bayesian and frequentist testing for differences between two groups with parametric and nonparametric two-sample tests
• A tutorial on Fisher information
• Bayes Factors and Posterior Estimation: Two Sides of the Very Same Coin
• A tutorial on bridge sampling
• A Hierarchical Model for Heterogenous Reliability Field Data
• A flexible class of parametric distributions for Bayesian linear mixed models
• Power analysis and type I and type II error rates of Bayesian nonparametric two-sample tests for location-shifts based on the Bayes factor under Cauchy priors
• The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation
• An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
• How Bayes factors change scientific practice
• The case of the Jeffreys-Lindley-paradox as a Bayes-frequentist compromise: a perspective based on the Rao-Lovric-theorem

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