Bayes factor

E700155

The Bayes factor is a Bayesian model comparison metric that quantifies how much more strongly data support one statistical model or hypothesis over another.

All labels observed (3)

How this entity was disambiguated

Statements (48)

Predicate Object
instanceOf Bayesian model comparison metric ⓘ
likelihood ratio ⓘ
statistical measure ⓘ
alternativeName Bayesian evidence ratio ⓘ
linked to: Bayes factor
appliedIn biostatistics ⓘ
econometrics ⓘ
machine learning ⓘ
physics ⓘ
psychology ⓘ
approximatedBy BIC difference ⓘ
compares two hypotheses ⓘ
two statistical models ⓘ
computedBy Laplace approximation ⓘ
linked to: Laplace method

Monte Carlo methods ⓘ
bridge sampling ⓘ
reversible jump MCMC ⓘ
contrastsWith frequentist hypothesis tests ⓘ
p-values ⓘ
definedAs ratio of marginal likelihoods of two models ⓘ
dependsOn likelihood function ⓘ
prior distributions ⓘ
domain statistical inference ⓘ
hasFormula B_10 = p(y | M_1) / p(y | M_0) ⓘ
hasProperty can accumulate evidence for the null model ⓘ
can be computed analytically in simple models ⓘ
often requires numerical integration ⓘ
penalizes model complexity via marginalization ⓘ
sensitive to prior specification ⓘ
interpretedAs how much data update prior odds to posterior odds ⓘ
interpretedUsing Jeffreys scale ⓘ
Kass and Raftery scale ⓘ
introducedBy Harold Jeffreys ⓘ
invariantUnder reparameterization of model parameters ⓘ
measures strength of evidence in data for one model over another ⓘ
quantifies relative evidence from data ⓘ
relatedTo Bayesian Information Criterion ⓘ
marginal likelihood ⓘ
posterior odds ⓘ
prior odds ⓘ
symbol B_10 ⓘ
K ⓘ
usedFor hypothesis testing ⓘ
model comparison ⓘ
usedIn Bayesian statistics ⓘ
linked to: Bayesian inference
usedTo assess evidence for alternative hypothesis ⓘ
assess evidence for null hypothesis ⓘ
select between nested models ⓘ
select between non-nested models ⓘ

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Bayesian Occam factor → relatedTo → Bayes factor ⓘ
Bayes factor → alternativeName → Bayesian evidence ratio ⓘ
linked to: Bayes factor
minimum description length principle → comparedTo → Bayesian marginal likelihood ⓘ
linked to: Bayes factor