Testing Order Constraints: Qualitative Differences Between Bayes Factors and Normalized Maximum Likelihood

Daniel W. Heck; Eric-Jan Wagenmakers; Richard D. Morey

doi:10.1016/j.spl.2015.06.014

paper

Testing Order Constraints: Qualitative Differences Between Bayes Factors and Normalized Maximum Likelihood

arXiv:1411.2778 · doi:10.1016/j.spl.2015.06.014

Abstract

We compared Bayes factors to normalized maximum likelihood for the simple case of selecting between an order-constrained versus a full binomial model. This comparison revealed two qualitative differences in testing order constraints regarding data dependence and model preference.