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are profile likelihoods likelihoods?!

March 27, 2018

A recent arXived paper by Oliver J. Maclaren is asking this very question. And argue for a positive answer. One of the invoked sources is Murray Aitkin’s integrated likelihood book, which I criticised here and elsewhere. With the idea of the paper being that “….there is an appropriate notion of integration over variables that takes […]

Savage-Dickey supermodels

September 13, 2016

A. Mootoovaloo, B. Bassett, and M. Kunz just arXived a paper on the computation of Bayes factors by the Savage-Dickey representation through a supermodel (or encompassing model). (I wonder why Savage-Dickey is so popular in astronomy and cosmology statistical papers and not so much elsewhere.) Recall that the trick is to write the Bayes factor […]

Measuring statistical evidence using relative belief [book review]

July 22, 2015

“It is necessary to be vigilant to ensure that attempts to be mathematically general do not lead us to introduce absurdities into discussions of inference.” (p.8) This new book by Michael Evans (Toronto) summarises his views on statistical evidence (expanded in a large number of papers), which are a quite unique mix of Bayesian  principles […]

full Bayesian significance test

December 18, 2014

Among the many comments (thanks!) I received when posting our Testing via mixture estimation paper came the suggestion to relate this approach to the notion of full Bayesian significance test (FBST) developed by (Julio, not Hal) Stern and Pereira, from São Paulo, Brazil. I thus had a look at this alternative and read the Bayesian […]

posterior likelihood ratio is back

June 10, 2014

“The PLR turns out to be a natural Bayesian measure of evidence of the studied hypotheses.” Isabelle Smith and André Ferrari just arXived a paper on the posterior distribution of the likelihood ratio. This is in line with Murray Aitkin’s notion of considering the likelihood ratio as a prior quantity, when contemplating the null hypothesis […]