Savage-Dickey published

We got this email on Saturday about our Savage-Dickey resolution:

Your article “On resolving the Savage–Dickey paradox” was published in the Electronic Journal of Statistics 2010, Vol. 4, 643-654.
You may access electronic version of your paper in Euclid by DOI link http://dx.doi.org/10.1214/10-EJS564

No extreme wonder that it appeared that quickly (when considering it was written in November and submitted to EJS in February) since EJS is an electronic journal but nice nonetheless!

5 Responses to “Savage-Dickey published”

  1. […] an assessment of the relevance of the approach from a Bayesian viewpoint!], JASA Book Reviews, and Electronic Journal of Statistics, we have decided to try yet another outlet for our discussion, Statistics and Decisions, to which I […]

  2. […] the spirit of our Savage-Dickey paradox paper. In conclusion, while I do appreciate the effort to embed both MAP and [profile] likelihood […]

  3. […] when reading about this identity and wondered whether or not it was suffering either of the Savage-Dickey difficulty or of the harmonic mean instability, but this does not seem to be the case. The ratio is correctly […]

  4. […] While the difficulty 3. with improper priors is real, and while the impact of the prior modelling (4.) may have a lingering effect, the other points can be easily rejected on the ground that the posterior distribution of the likelihood is meaningless.  This argument is anticipated by Murray Aitkin who protests on pages 48-49 that, given point 5., the posterior distribution must be “meaningful”, since the posterior mean is “meaningful” (!), but the interpretation of the Bayes factor as a “posterior mean” is only an interpretation of an existing integral, it does not give any validation to the analysis. (It could as well be considered as a prior mean, despite depending on the observation x!) Note also that point 2. above sounds more like an argument against the integrated likelihood/Bayes perspective. And that the representation mentioned in point 5. pertains to the Savage-Dickey paradox exposed in a recent paper of ours. […]

  5. I can get the connection between the beautiful picture and the subject of the post. I know what you are up to: making people (even more) jealous.

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