On the use of non‐local prior densities in Bayesian hypothesis tests

By Valen E. Johnson, David Rossell. 2010

311 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/87022b537acec72e56bcd13e0a578ad9538f7c5e

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In Statistics and Probability

Citations in the corpus

Uncertainty Quantification for the Horseshoe (with Discussion) (2016, background): “…(1996); Johnstone and Silverman (2004); Castillo and Van der Vaart (2012); Castillo et al. (2015); Jiang and Zhang (2009); Griffin and Brown (2010); Johnson and Rossell (2010); Ghosh and Chakrabarti (2015); Caron and Doucet (2008); Bhattacharya et al. (2014); Bhadra et al. (2017); Roc̆ková…”
Adaptive posterior contraction rates for the horseshoe (2017, background): “Those most directly related to this work are [30, 20, 9, 8, 18, 16, 19, 14, 5, 3, 2, 25].”
Model Averaging and Its Use in Economics (2017, background): “to fast shrinkage for spurious coefficients (and explore so-called nonlocal priors introduced by Johnson and Rossell (2010) that provide even faster shrinkage in the BMA context).”
On the Jeffreys-Lindley Paradox (2014, background): “See also Johnson and Rossell ð2010Þ and Johnson ð2013Þ for the related notion of uniformly most powerful Bayesian tests. must be used with care” has now been impressed upon generations of students, and it is indeed a fair warning.”
Penalising Model Component Complexity: A Principled, Practical Approach to Constructing Priors (2014, methodology): “This approximation has resemblance to the generalisation by Kass and Wasserman (1995), Section 3 of early ideas by Jeffreys (1961) for the purpose of hypothesis testing in the multivariate case.”
The expected demise of the Bayes factor (2015, methodology): “…on this issue of constructing reference testing solutions are obviously welcome, from the incorporation of testing into the PC priors and baseline models of (Simpson et al., 2014) to the non-local tests of Johnson and Rossell (2010), and I would most gladly welcome exchanges on such perspectives.”
The philosophy of Bayes’ factors and the quantification of statistical evidence (2016, background): “Similar bimodal priors were recommended by Johnson and Rossell (2010) and Morey and Rouder (2011).”
Testing hypotheses via a mixture estimation model (2014, background): “However, the way in which hypothesis testing is conducted in a Bayesian framework is wide open to controversy and divergent opinions (Jeffreys, 1939; Bernardo, 1980; Berger, 1985; Aitkin, 1991; Berger and Jefferys, 1992; De Santis and Spezzaferri, 1997; Bayarri and Garcia-Donato, 2007; Christensen e”