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On the Savage-Dickey paradox

October 9, 2009

Following several posts on this topic, we eventually managed to write down a short note with Jean-Michel Marin, which is now posted on arXiv, waiting for a last round of polishing before being submitted to the Annals. My conclusion on this topic is that Dickey’s (1971) condition on the conditional prior under the alternative has […]

Bayes factors revisited

March 22, 2021

  “Bayes factor analyses are highly sensitive to and crucially depend on prior assumptions about model parameters (…) Note that the dependency of Bayes factors on the prior goes beyond the dependency of the posterior on the prior. Importantly, for most interesting problems and models, Bayes factors cannot be computed analytically.” Daniel J. Schad, Bruno […]

O’Bayes 19/4

July 4, 2019

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for […]

ISBA 18 tidbits

July 2, 2018

Among a continuous sequence of appealing sessions at this ISBA 2018 meeting [says a member of the scientific committee!], I happened to attend two talks [with a wee bit of overlap] by Sid Chib in two consecutive sessions, because his co-author Ana Simoni (CREST) was unfortunately sick. Their work was about models defined by a […]

practical Bayesian inference [book review]

April 26, 2018

[Disclaimer: I received this book of Coryn Bailer-Jones for a review in the International Statistical Review and intend to submit a revised version of this post as my review. As usual, book reviews on the ‘Og are reflecting my own definitely personal and highly subjective views on the topic!] It is always a bit of […]