Bayes factors with (overly) informative priors

07/04/2019

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Priors in which a large number of parameters are specified to be independent are dangerous; they make it hard to learn from data. I present a couple of examples from the literature and work through a bit of large sample theory to show what happens.

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Bayes factors with (overly) informative priors

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Bayes factors with (overly) informative priors

Related Research

A Bridge between Cross-validation Bayes Factors and Geometric Intrinsic Bayes Factors

Disjunct Support Spike and Slab Priors for Variable Selection in Regression

Empirical Bayes factors for common hypothesis tests

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Disjunct Support Spike and Slab Priors for Variable Selection in Regression under Quasi-sparseness

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