Bayes factors provide a symmetricalmeasure of evidence for onemodel versus another (e.g. H1 versusH0) in order to relate theory to data. These properties help solve some (but not all) of the problems underlying the credibility crisis in psychology. The symmetry of the measure of evidence means that there can be evidence for H0 just as much as for H1; or the Bayes factor may indicate insufficien...

In the general classification context the recourse to the so-called Bayes decision rule requires to estimate the class conditional probability density functions. In this paper we propose a mixture model for the observed variables which is derived by assuming that the data have been generated by an independent factor model. Independent factor analysis is in fact a generative latent variable mode...

In risk analysis based on Bayesian framework, premium calculation requires specification of a prior distribution for the risk parameter in the heterogeneous portfolio. When the prior knowledge is vague, the E-Bayesian and robust Bayesian analysis can be used to handle the uncertainty in specifying the prior distribution by considering a class of priors instead of a single prior. In th...

We study the switch distribution, introduced by van Erven, Grünwald and De Rooij (2012), applied to model selection and subsequent estimation. While switching was known to be strongly consistent, here we show that it achieves minimax optimal parametric risk rates up to a log logn factor when comparing two nested exponential families, partially confirming a conjecture by Lauritzen (2012) and Cav...

In deciding whether to associate and fuse a group of tracks sent from independent local trackers, use should be made of all the data supporting them during theircommon history. This paper provides a closed form expression for the relevant Bayes factor, which is the ratio of the probability that the tracks are caused by a single target to the probability that they are each caused by a different ...

In this paper, the well-known proportional hazards model which includes several well-known lifetime distributions such as exponential,Pareto, Lomax, Burr type XII, and so on is considered. With both Bayesian and non-Bayesian approaches , we consider the estimation of parameters of interest based on progressively Type-II right censored samples. The Bayes estimates are obtained based on symmetric...