The expected demise of the Bayes factor

Abstract

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, Mengersen, Robert and Rousseau (2014. arxiv:1412.2044) as a solution to this quintessential inference problem.

10 pages, one figure, discussion of Ly, A., Verhagen, A. J., and Wagenmakers, E.-J. (in press). Harold Jeffreys's default Bayes factor hypothesis tests: Explanation, extension, and application in psychology. Journal of Mathematical Psychology

References in corpus (2)

• Importance sampling methods for Bayesian discrimination between embedded models
• The Whetstone and the Alum Block: Balanced Objective Bayesian Comparison of Nested Models for Discrete Data