The expected demise of the Bayes factor

Christian Robert (1, 2)

1 CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
2 University of Warwick [Coventry]

This note is a discussion commenting on the paper by Ly et al. on “Harold Jeffreys’s Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology” and on the perceived shortcomings of the classical Bayesian approach to testing, while reporting on an alternative approach advanced by Kamary et al. (2014) as a solution to this quintessential inference problem.

Mots clés: Testing of hypotheses; Bayesian inference; Bayes factor; Evidence; Decision theory; Loss function; Consistency; Mixtures of distributions

Domaines: Méthodologie [stat.ME]; Théorie [stat.TH]

Christian Robert. The expected demise of the Bayes factor. Journal of Mathematical Psychology, 2016, 72, pp.33-37. ⟨10.1016/j.jmp.2015.08.002⟩. ⟨hal-01409264⟩