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228
Special and Limiting Cases for Longitudinal Posterior Odds
, 2007
"... This section derives the posterior odds under some constraints on the prior distributions of the µd, µ and Σ. 1. ν → ∞. The posterior odds do not involve W anymore, and become O = p 1 − p � � k n + β β ..."
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This section derives the posterior odds under some constraints on the prior distributions of the µd, µ and Σ. 1. ν → ∞. The posterior odds do not involve W anymore, and become O = p 1 − p � � k n + β β
Priors, posterior odds and Lagrange multiplier statistics in Bayesian analyses of cointegration
, 1997
"... Using the standard linear model as a base, a unified theory of Bayesian Analyses of Cointegration Models is constructed. This is achieved by defining (natural conjugate) priors in the linear model and using the implied priors for the cointegration model. Using these priors, posterior results for the ..."
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Cited by 4 (1 self)
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compares the models using prior and posterior odds ratios. The latter enables us to compute prior and posterior distributions over the cointegration rank and shows close resemblance with the posterior information criterium from Phillips and Ploberger (1996). To show the applicability of the derived theory
COHERENCE OF THE POSTERIOR PREDICTIVE PVALUE BASED ON THE POSTERIOR ODDS.
, 2001
"... It is wellknown that classical pvalues sometimes behave incoherently for testing hypotheses in the sense that, when '00 Θ⊂Θ, the support given to 0Θ is greater than or equal to the support given to '0Θ. This problem is also found for posterior predictive pvalues (a Bayesianmotivated a ..."
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motivated alternative to classical pvalues). In this paper, it is proved that, under some conditions, the posterior predictive pvalue based on theposterior odds is coherent, showing that the choice of a suitable discrepancy variable is crucial.
Linear models and empirical bayes methods for assessing differential expression in microarray experiments.
 Stat. Appl. Genet. Mol. Biol.
, 2004
"... Abstract The problem of identifying differentially expressed genes in designed microarray experiments is considered. Lonnstedt and Speed (2002) derived an expression for the posterior odds of differential expression in a replicated twocolor experiment using a simple hierarchical parametric model. ..."
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Cited by 1321 (24 self)
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Abstract The problem of identifying differentially expressed genes in designed microarray experiments is considered. Lonnstedt and Speed (2002) derived an expression for the posterior odds of differential expression in a replicated twocolor experiment using a simple hierarchical parametric model
Bayes Factors
, 1995
"... In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null ..."
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Cited by 1826 (74 self)
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In a 1935 paper, and in his book Theory of Probability, Jeffreys developed a methodology for quantifying the evidence in favor of a scientific theory. The centerpiece was a number, now called the Bayes factor, which is the posterior odds of the null hypothesis when the prior probability on the null
The Large Sample Correspondence Between Classical Hypothesis Tests and Bayesian Posterior Odds Tests
 Econometrica
, 1994
"... are preliminary materials circulated to stimulate discussion and critical comment. Requests for single copies of a Paper will be filled by the Cowles Foundation within the limits of the supply. References in publications to Discussion Papers (other than mere acknowledgment by a writer that he has ac ..."
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Cited by 7 (0 self)
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are preliminary materials circulated to stimulate discussion and critical comment. Requests for single copies of a Paper will be filled by the Cowles Foundation within the limits of the supply. References in publications to Discussion Papers (other than mere acknowledgment by a writer that he has access to such unpublished material) should be cleared with the author to
TESTING A PRECISE NULL HYPOTHESIS USING REFERENCE POSTERIOR ODDS (BayesFrequentist interfaee/Bayes information criterion/posterior Bayes factor/realization factor/Schwarz criterion)
"... Testing a precise null hypothesis against a composite alternative presents a problem for Reference Bayesian inference. When the alternative prior is improper, any finite observation ensures that the Bayes Factor will be infinite. This paradox can be avoided by using a Reference Posterior Odds (RPO) ..."
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Testing a precise null hypothesis against a composite alternative presents a problem for Reference Bayesian inference. When the alternative prior is improper, any finite observation ensures that the Bayes Factor will be infinite. This paradox can be avoided by using a Reference Posterior Odds (RPO
On Differential Variability of Expression Ratios: Improving . . .
 JOURNAL OF COMPUTATIONAL BIOLOGY
, 2001
"... We consider the problem of inferring fold changes in gene expression from cDNA microarray data. Standard procedures focus on the ratio of measured fluorescent intensities at each spot on the microarray, but to do so is to ignore the fact that the variation of such ratios is not constant. Estimates o ..."
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Cited by 265 (7 self)
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of gene expression changes are derived within a simple hierarchical model that accounts for measurement error and fluctuations in absolute gene expression levels. Significant gene expression changes are identified by deriving the posterior odds of change within a similar model. The methods are tested via
Bayesian Treatment of the Independent Studentt Linear Model
 JOURNAL OF APPLIED ECONOMETRICS
, 1993
"... This article takes up methods for Bayesian inference in a linear model in which the disturbances are independent and have identical Studentt distributions. It exploits the equivalence of the Studentt distribution and an appropriate scale mixture of normals, and uses a Gibbs sampler to perform the ..."
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Cited by 128 (2 self)
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the computations. The new method is applied to some wellknown macroeconomic time series. It is found that posterior odds ratios favor the independent Studentt linear model over the normal linear model, and that the posterior odds ratio in favor of difference stationarity over trend stationarity is often
Results 1  10
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228