Hi all, Attached are some data that I am trying to do a Bayes factor analysis on using brms. Reproducible code is below. I set pretty reasonable priors for the fixed effects factors. I am testing the null hypothesis that the parameter for the factor dat is 0, against the alternative prior that the…

This is one of the reasons why, despite all the smart people working on this and the nice packages (bridgesampling is really cool), I’m still very wary of most uses of Bayes factors in the wild. That said, I think something like @vasishth is proposing would be a good option for the bridgesampling p…

I think it‘s unavoidable that people think BDA=Bayes factor. I just saw a post yesterday on a blog saying this. Better to make it part of the core Stan documentation else you will have people like me reporting unstable numbers. I hereby offer my services in that regard.

BTW, Paul’s suggestion to increase the number of iterations worked. I get some small differences between repeated computations of the Bayes factor, but it’s basically stable. Also, now the results also make sense.

I think what we need is a way to diagnose convergence problems of the bridgesampling algorithm that tells us if the value it converged to may be unstable.

The default method for obtaining the marginal likelihood using the bridgesampling package already provides an error measure. It uses the formula for the approximate relative mean-squared error developed by Frühwirth–Schnatter (2004) . So one could use this to investigate whether or not the marginal l…

Hi Henrik, thanks for all the explanation. This is indeed very helpful. in the brms doc I point to the bridgesampling doc but I will add some more information to the former to make sure people will read it. And please excuse my naivety regarding convergence diagnostics for bridge sampling. I see t…

And please excuse my naivety regarding convergence diagnostics for bridge sampling. I see that such warnings would be non-trivial to construct, still I think it would be nice to have it (even if this is wishful thinking; you understand that better). Still I think the situtation is not ideal. Perha…

Thank you very much for your insights. I just added more stuff to the brms doc to reflect what you have said. I think bridgesampling is an amazing package to treat a very difficult but relevant problem. I don’t know of any other comparably general approach to compute the marginal likelihood so I th…

[image] paul.buerkner: What’s is it exactly that enables bridgesampling to perform so much more accurately for higher number of samples? I assume it is the tails of the distribution, which tend to be estimated poorly with too few samples? I have the same intuition as you do, but no data or p…

Bayes factor using brms

Interfaces brms

vasishth May 24, 2021, 4:49am 19

Another thing I would want to do is using simulated data that is similar to your data, with ground truth known.

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Bayes factor using brms

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