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The expected demise of the Bayes factor

Robert, Christian P. (2016), The expected demise of the Bayes factor, Journal of Mathematical Psychology, 72, p. 33-37. 10.1016/j.jmp.2015.08.002

Type
Article accepté pour publication ou publié
External document link
https://arxiv.org/abs/1506.08292v2
Date
2016
Journal name
Journal of Mathematical Psychology
Volume
72
Publisher
Elsevier
Pages
33-37
Publication identifier
Metadata
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Author(s)
Robert, Christian P.
Abstract (EN)
This note is a discussion commenting on the paper by Ly et al. on “Harold Jeffreys’s Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology” and on the perceived shortcomings of the classical Bayesian approach to testing, while reporting on an alternative approach advanced by Kamary et al. (2014) as a solution to this quintessential inference problem.
Subjects / Keywords
Testing of hypotheses; Bayesian inference; Bayes factor; Evidence; Decision theory; Loss function; Consistency; Mixtures of distributions