Equi-distribution Testing with Bayes Factors and the ECT

Stokes, B, Tuyl, F and Hudson, I 2015, 'Equi-distribution Testing with Bayes Factors and the ECT', in Proceedings of the 35th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2015), Potsdam, United States, 19-24 July 2015, pp. 1-14.


Document type: Conference Paper
Collection: Conference Papers

Title Equi-distribution Testing with Bayes Factors and the ECT
Author(s) Stokes, B
Tuyl, F
Hudson, I
Year 2015
Conference name MaxEnt 2015
Conference location Potsdam, United States
Conference dates 19-24 July 2015
Proceedings title Proceedings of the 35th International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering (MaxEnt 2015)
Publisher AIP Publishing
Place of publication Australia
Start page 1
End page 14
Total pages 14
Abstract John Skilling' s Nested Sampling algorithm [9] is a numerical method for fitting models to data in the Bayesian setting, producing estimates of the Bayesian Evidence Z and Information H as well as posterior samples. A central step in the process is the generation of a new random sample from the (typically uniform) prior distribution subject to the constraint that the new prior sample's likelihood is greater than a current likelihood threshold. One way to test a generation method - the "outside in" approach - is to incorporate it in a Nested Sampling algorithm and compare the resulting model estimates with known cases. Another way - the "inside out" approach - is to validate the uniformity of prior samples produced by the new method before its incorporation in a Nested Sampling system. Using the "inside out" approach, we show that E T Jaynes' Entropy Concentration Theorem (ECT) [5, 6] and a Bayes Factor test [7] of a particular type provide sensitive tests of uniformity in irregular 2D regions.
Subjects Statistics not elsewhere classified
DOI - identifier 10.1063/1.4959055
Copyright notice © 2016 Author(s).
ISBN 9780735414150
Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in Thomson Reuters Web of Science Article
Scopus Citation Count Cited 0 times in Scopus Article
Altmetric details:
Access Statistics: 4 Abstract Views  -  Detailed Statistics
Created: Fri, 05 Jul 2019, 12:33:00 EST by Catalyst Administrator
© 2014 RMIT Research Repository • Powered by Fez SoftwareContact us