skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


This content will become publicly available on June 20, 2026

Title: On Bayes factor functions
We describe Bayes factors functions based on the sampling distributions of z, t, χ2, and F statistics, using a class of inverse-moment prior distributions to define alternative hypotheses. These non-local alternative prior distributions are centered on standardized effects, which serve as indices for the Bayes factor function. We compare the conclusions drawn from resulting Bayes factor functions to those drawn from Bayes factors defined using local alternative prior specifications and examine their frequentist operating characteristics. Finally, an application of Bayes factor functions for replicated experimental designs in psychology are provided.  more » « less
Award ID(s):
2311005
PAR ID:
10609508
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
arXiv: arXiv:2506.16674
Date Published:
Subject(s) / Keyword(s):
Bayes factor based on test statistic, Meta-analysis, Non-local prior density, Inverse moment prior density
Format(s):
Medium: X
Institution:
Texas A&M University
Sponsoring Org:
National Science Foundation
More Like this
  1. Partial correlation coefficients are widely applied in the social sciences to evaluate the relationship between two variables after accounting for the influence of others. In this article, we present Bayes Factor Functions (BFFs) for assessing the presence of partial correlation. BFFs represent Bayes factors derived from test statistics and are expressed as functions of a standardized effect size. While traditional frequentist methods based on p-values have been criticized for their inability to provide cumulative evidence in favor of the true hypothesis, Bayesian approaches are often challenged due to their computational demands and sensitivity to prior distributions. BFFs overcome these limitations and offer summaries of hypothesis tests as alternative hypotheses are varied over a range of prior distributions on standardized effects. They also enable the integration of evidence across multiple studies. 
    more » « less
  2. Abstract We develop alternative families of Bayes factors for use in hypothesis tests as alternatives to the popular default Bayes factors. The alternative Bayes factors are derived for the statistical analyses most commonly used in psychological research – one-sample and two-samplet tests, regression, and ANOVA analyses. They possess the same desirable theoretical and practical properties as the default Bayes factors and satisfy additional theoretical desiderata while mitigating against two features of the default priors that we consider implausible. They can be conveniently computed via an R package that we provide. Furthermore, hypothesis tests based on Bayes factors and those based on significance tests are juxtaposed. This discussion leads to the insight that default Bayes factors as well as the alternative Bayes factors are equivalent to test-statistic-based Bayes factors as proposed by Johnson.Journal of the Royal Statistical Society Series B: Statistical Methodology,67, 689–701. (2005). We highlight test-statistic-based Bayes factors as a general approach to Bayes-factor computation that is applicable to many hypothesis-testing problems for which an effect-size measure has been proposed and for which test power can be computed. 
    more » « less
  3. Bayes estimators are well known to provide a means to incorporate prior knowledge that can be expressed in terms of a single prior distribution. However, when this knowledge is too vague to express with a single prior, an alternative approach is needed. Gamma-minimax estimators provide such an approach. These estimators minimize the worst-case Bayes risk over a set Γ of prior distributions that are compatible with the available knowledge. Traditionally, Gamma-minimaxity is defined for parametric models. In this work, we define Gamma-minimax estimators for general models and propose adversarial meta-learning algorithms to compute them when the set of prior distributions is constrained by generalized moments. Accompanying convergence guarantees are also provided. We also introduce a neural network class that provides a rich, but finite-dimensional, class of estimators from which a Gamma-minimax estimator can be selected. We illustrate our method in two settings, namely entropy estimation and a prediction problem that arises in biodiversity studies. 
    more » « less
  4. Summary We propose a novel class of dynamic shrinkage processes for Bayesian time series and regression analysis. Building on a global–local framework of prior construction, in which continuous scale mixtures of Gaussian distributions are employed for both desirable shrinkage properties and computational tractability, we model dependence between the local scale parameters. The resulting processes inherit the desirable shrinkage behaviour of popular global–local priors, such as the horseshoe prior, but provide additional localized adaptivity, which is important for modelling time series data or regression functions with local features. We construct a computationally efficient Gibbs sampling algorithm based on a Pólya–gamma scale mixture representation of the process proposed. Using dynamic shrinkage processes, we develop a Bayesian trend filtering model that produces more accurate estimates and tighter posterior credible intervals than do competing methods, and we apply the model for irregular curve fitting of minute-by-minute Twitter central processor unit usage data. In addition, we develop an adaptive time varying parameter regression model to assess the efficacy of the Fama–French five-factor asset pricing model with momentum added as a sixth factor. Our dynamic analysis of manufacturing and healthcare industry data shows that, with the exception of the market risk, no other risk factors are significant except for brief periods. 
    more » « less
  5. Abstract We report multiple lines of evidence for a stochastic signal that is correlated among 67 pulsars from the 15 yr pulsar timing data set collected by the North American Nanohertz Observatory for Gravitational Waves. The correlations follow the Hellings–Downs pattern expected for a stochastic gravitational-wave background. The presence of such a gravitational-wave background with a power-law spectrum is favored over a model with only independent pulsar noises with a Bayes factor in excess of 10 14 , and this same model is favored over an uncorrelated common power-law spectrum model with Bayes factors of 200–1000, depending on spectral modeling choices. We have built a statistical background distribution for the latter Bayes factors using a method that removes interpulsar correlations from our data set, finding p = 10 −3 (≈3 σ ) for the observed Bayes factors in the null no-correlation scenario. A frequentist test statistic built directly as a weighted sum of interpulsar correlations yields p = 5 × 10 −5 to 1.9 × 10 −4 (≈3.5 σ –4 σ ). Assuming a fiducial f −2/3 characteristic strain spectrum, as appropriate for an ensemble of binary supermassive black hole inspirals, the strain amplitude is 2.4 − 0.6 + 0.7 × 10 − 15 (median + 90% credible interval) at a reference frequency of 1 yr −1 . The inferred gravitational-wave background amplitude and spectrum are consistent with astrophysical expectations for a signal from a population of supermassive black hole binaries, although more exotic cosmological and astrophysical sources cannot be excluded. The observation of Hellings–Downs correlations points to the gravitational-wave origin of this signal. 
    more » « less