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Title: Bayesian Hypothesis Testing

Abstract

These are a set of slides about Bayesian hypothesis testing, where many hypotheses are tested. The conclusions are the following: The value of the Bayes factor obtained when using the median of the posterior marginal is almost the minimum value of the Bayes factor. The value of τ 2 which minimizes the Bayes factor is a reasonable choice for this parameter. This allows a likelihood ratio to be computed with is the least favorable to H 0.

Authors:
 [1];  [1]
  1. Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
Publication Date:
Research Org.:
Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
Sponsoring Org.:
USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR) (SC-21)
OSTI Identifier:
1409741
Report Number(s):
LA-UR-17-30459
DOE Contract Number:
AC52-06NA25396
Resource Type:
Technical Report
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICS AND COMPUTING; Bayesian methods; Hypothesis testing

Citation Formats

Andrews, Stephen A., and Sigeti, David E. Bayesian Hypothesis Testing. United States: N. p., 2017. Web. doi:10.2172/1409741.
Andrews, Stephen A., & Sigeti, David E. Bayesian Hypothesis Testing. United States. doi:10.2172/1409741.
Andrews, Stephen A., and Sigeti, David E. Wed . "Bayesian Hypothesis Testing". United States. doi:10.2172/1409741. https://www.osti.gov/servlets/purl/1409741.
@article{osti_1409741,
title = {Bayesian Hypothesis Testing},
author = {Andrews, Stephen A. and Sigeti, David E.},
abstractNote = {These are a set of slides about Bayesian hypothesis testing, where many hypotheses are tested. The conclusions are the following: The value of the Bayes factor obtained when using the median of the posterior marginal is almost the minimum value of the Bayes factor. The value of τ2 which minimizes the Bayes factor is a reasonable choice for this parameter. This allows a likelihood ratio to be computed with is the least favorable to H0.},
doi = {10.2172/1409741},
journal = {},
number = ,
volume = ,
place = {United States},
year = {Wed Nov 15 00:00:00 EST 2017},
month = {Wed Nov 15 00:00:00 EST 2017}
}

Technical Report:

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