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arXiv 2402.06112math.STmath.PRstat.TH
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内在贝叶斯因子的一个通用稳健界

A universal robust bound for the intrinsic Bayes factor

Richard Clare

AI总结:

本文对Smith和Spiegelhalter的贝叶斯因子工作进行了全面改进,为内在贝叶斯因子定义了经验与理论界,并提出了构造最不利内在先验的方法,其下界优于Sellke等人的p值界。

摘要:

在这项工作中,我们在客观贝叶斯因子这一不断发展的主题内,对Smith和Spiegelhalter(1980)及(1982)的贝叶斯因子工作进行了全面的重新表述、修改和扩展。我们的主要焦点在于定义和计算内在贝叶斯因子(IBF)在各种模型(包括正态、指数、泊松、几何、线性和方差分析)中的经验界和理论界。我们证明了我们的新界是有用的、可行的,并且随信息量而变化。我们还提出了一种方法,用于构造在特定条件下导致内在贝叶斯因子下界和上界的最不利(对于零模型)内在先验。值得注意的是,我们的下界性能优于Sellke等人(2001)基于p值提出的著名的-ep log(p)界。

英文摘要:

In this work, we undertake a comprehensive reformulation, modification, and extension of Smith and Spiegelhalter's (1980) and (1982) Bayes Factor work within the evolving subject of Objective Bayes Factors. Our primary focus centers on defining and computing empirical and theoretical bounds for the Intrinsic Bayes Factor (IBF) across various models, including normal, exponential, Poisson, geometric, linear, and ANOVA. We show that our new bounds are useful, feasible, and change with the amount of information. We also propose a methodology to construct the least favorable (for the null model) intrinsic priors that result in the lower and upper bounds of the Intrinsic Bayes Factors under certain conditions. Notably, our lower bounds exhibit superior performance compared to the well-known -ep log(p) bound proposed by Sellke et al. (2001) (Sellke et al., 2001) based on p-values.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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