BF & NonLocPrior

Serenissimo Bayes Reading Group 2024-2025

Introduction to Non-Local Priors

Reading list

Johnson, V.E. and Rossell, D. (2010), On the use of non-local prior densities in Bayesian hypothesis tests. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 72: 143--170. https://doi.org/10.1111/j.1467-9868.2009.00730.x

V.E. Johnson, S. Pramanik, R. Shudde (2023), Bayes factor functions for reporting outcomes of hypothesis tests, Proc. Natl. Acad. Sci. U.S.A. 120 (8) e2217331120. https://doi.org/10.1073/pnas.2217331120

Background Reading List

Rousseau, Judith, Approximating Interval Hypothesis: p-values and Bayes Factors, in J M Bernardo, and others (eds), Bayesian Statistics 8: Proceedings of the Eighth Valencia International Meeting June 2-6, 2006 (Oxford, 2007; online edn, Oxford Academic, 31 Oct. 2023). https://doi.org/10.1093/oso/9780199214655.003.0016

Walker, A. M. “On the Asymptotic Behaviour of Posterior Distributions.” Journal of the Royal Statistical Society. Series B (Methodological), vol. 31, no. 1, 1969, pp. 80–88. https://doi.org/10.1111/j.2517-6161.1969.tb00767.x

Walker, Stephen G. “Modern Bayesian Asymptotics.” Statistical Science, vol. 19, no. 1, 2004, pp. 111–17. https://doi.org/10.1214/088342304000000134

Follow-up Reading List

Rossell, David, and Donatello Telesca. "Nonlocal priors for high-dimensional estimation." Journal of the American Statistical Association 112.517 (2017): 254-265. https://doi.org/10.1080/01621459.2015.1130634

Shin, Minsuk, Anirban Bhattacharya, and Valen E. Johnson. "Scalable Bayesian variable selection using nonlocal prior densities in ultrahigh-dimensional settings." Statistica Sinica 28.2 (2018): 1053. https://doi.org/10.5705/ss.202016.0167

Cao, Xuan, and Kyoungjae Lee. "Bayesian inference on hierarchical nonlocal priors in generalized linear models." Bayesian Analysis 19.1 (2024): 99-122. https://doi.org/10.1214/22-BA1350

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