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50 shades of Bayesian testing of hypotheses

Robert, Christian P. (2022), 50 shades of Bayesian testing of hypotheses, in Arni S.R. Srinivasa Rao, G. Alastair Young, C.R. Rao, Handbook of Statistics- Volume 47 - Advancements in Bayesian Methods and Implementation, Elsevier : Amsterdam, p. 103-120. 10.1016/bs.host.2022.06.003

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Type
Chapitre d'ouvrage
Date
2022
Book title
Handbook of Statistics- Volume 47 - Advancements in Bayesian Methods and Implementation
Book author
Arni S.R. Srinivasa Rao, G. Alastair Young, C.R. Rao
Publisher
Elsevier
Published in
Amsterdam
ISBN
978-0-323-95268-2
Number of pages
304
Pages
103-120
Publication identifier
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Author(s)
Robert, Christian P.
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Abstract (EN)
Hypothesis testing and model choice are quintessential questions for statistical inference and while the Bayesian paradigm seems ideally suited for answering these questions, it faces difficulties of its own ranging from prior modelling to calibration, to numerical implementation. This chapter reviews these difficulties, from a subjective and personal perspective.
Subjects / Keywords
Bayesian model selection; BIC; DIC; Hypothesis testing; Improper priors; Information criterion; Mixtures; Monte Carlo; Posterior predictive; Prior specification; WAIC