6 papers · 1 filter
What is your Prior Worth? Effective Sample Size and Sample Size Planning for Gaussian Graphical Models
Giuseppe Arena, Lourens Waldorp, Maarten Marsman
In Bayesian analysis, the prior effective sample size (ESS) expresses the information carried by a prior distribution in units of observations, quantifying how much independent inf…
Comparing Variable Selection and Model Averaging Methods for Logistic Regression
Nikola Sekulovski, František Bartoš, Don van den Bergh +6
Model uncertainty is a central challenge in statistical models for binary outcomes such as logistic regression, arising when it is unclear which predictors should be included in th…
Reversible Jump MCMC With No Regrets: Bayesian Variable Selection Using Mixtures of Mutually Singular Distributions
Don van den Bergh, Merlise A. Clyde, Adrian E. Raftery +1
Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addresse…
Efficient Bayes Factor Sensitivity Analysis via Posterior Density Ratios
František Bartoš, Eric-Jan Wagenmakers, Maarten Marsman +1
Bayes factor sensitivity analysis examines how the evidence for one hypothesis over another depends on the prior distribution. In complex models, the standard approach refits the m…
Bayesian Inference for Discrete Markov Random Fields Through Coordinate Rescaling
Giuseppe Arena, Maarten Marsman
Discrete Markov random fields are undirected graphical models that capture complex conditional dependencies between discrete variables. Conducting exact posterior inference in thes…
The Principle of Redundant Reflection
Martin Metodiev, Maarten Marsman, Lourens Waldorp +2
The fact that redundant information does not update a rational belief implies that rational beliefs are updated using Bayes rule. In the framework of Hild (1998a), this is true und…