Testing order constraints: qualitative differences between Bayes factors and normalized maximum likelihood

DOI10.1016/J.SPL.2015.06.014zbMATH Open1396.62042OpenAlexW1761299955MaRDI QIDQ894591FDOQ894591

Authors Daniel W. Heck, Eric-Jan Wagenmakers, Richard D. Morey 

Publication date 1 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.2778

zbMATH Keywords

model selectionmodel complexityminimum description lengthinequality constraint

Mathematics Subject Classification ID

Bayesian inference (62F15)

Abstract: We compared Bayes factors to normalized maximum likelihood for the simple case of selecting between an order-constrained versus a full binomial model. This comparison revealed two qualitative differences in testing order constraints regarding data dependence and model preference.

Recommendations

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Cites Work

• Bayes Factors
• Estimating Bayes Factors via Posterior Simulation With the Laplace-Metropolis Estimator
• Fisher information and stochastic complexity
• Modeling by shortest data description
• Strong optimality of the normalized ML models as universal codes and information in data
• The Bayes factor for inequality and about equality constrained models

Cited In (9)

• \textsc{QTest} 2.1: quantitative testing of theories of binary choice using Bayesian inference
• Multinomial models with linear inequality constraints: overview and improvements of computational methods for Bayesian inference
• Adjusted priors for Bayes factors involving reparameterized order constraints
• Selecting amongst multinomial models: an apologia for normalized maximum likelihood
• An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
• Bayes factors, relations to minimum description length, and overlapping model classes
• Bayes factors for testing order-constrained hypotheses on correlations
• Simple relation between Bayesian order-restricted and point-null hypothesis tests
• Bayesian testing of agreement criteria under order constraints

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