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the many nuances of Bayesian testing [CERminar]

January 19, 2022

Jeffreys priors for hypothesis testing [Bayesian reads #2]

February 9, 2019

A second (re)visit to a reference paper I gave to my OxWaSP students for the last round of this CDT joint program. Indeed, this may be my first complete read of Susie Bayarri and Gonzalo Garcia-Donato 2008 Series B paper, inspired by Jeffreys’, Zellner’s and Siow’s proposals in the Normal case. (Disclaimer: I was not […]

A new approach to Bayesian hypothesis testing

September 8, 2016

“The main purpose of this paper is to develop a new Bayesian hypothesis testing approach for the point null hypothesis testing (…) based on the Bayesian deviance and constructed in a decision theoretical framework. It can be regarded as the Bayesian version of the likelihood ratio test.” This paper got published in Journal of Econometrics […]

Objective Bayesian hypothesis testing

June 19, 2015

Our paper with Diego Salmerón and Juan Cano using integral priors for binomial regression and objective Bayesian hypothesis testing (one of my topics of interest, see yesterday’s talk!) eventually appeared in Statistica Sinica. This is Volume 25,  Number 3, of July 2015 and the table of contents shows an impressively diverse range of topics.

Advancements in Bayesian Methods and Implementations [to appear]

July 17, 2022

As noted in another post, I wrote a chapter on Bayesian testing for an incoming handbook, Advancements in Bayesian methods and implementations which is published by Elsevier at an atrocious price (as usual). Here is the table of contents: 1. Fisher Information, Cramèr-Rao and Bayesian Paradigm by Roy Frieden 2. Compound beta binomial distribution functions […]