Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models

Rejoinder: Bayesian Checking of the Second Levels of Hierarchical Models [arXiv:0802.0743]Comment: Published in at http://dx.doi.org/10.1214/07-STS235REJ the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Objective Bayes testing of Poisson versus inflated Poisson models

The Poisson distribution is often used as a standard model for count data. Quite often, however, such data sets are not well fit by a Poisson model because they have more zeros than are compatible with this model. For these situations, a zero-inflated Poisson (ZIP) distribution is often proposed. This article addresses testing a Poisson versus a ZIP model, using Bayesian methodology based on suitable objective priors. Specific choices of objective priors are justified and their properties investigated. The methodology is extended to include covariates in regression models. Several applications are given.Comment: Published in at http://dx.doi.org/10.1214/074921708000000093 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Criteria for Bayesian model choice with application to variable selection

In objective Bayesian model selection, no single criterion has emerged as dominant in defining objective prior distributions. Indeed, many criteria have been separately proposed and utilized to propose differing prior choices. We first formalize the most general and compelling of the various criteria that have been suggested, together with a new criterion. We then illustrate the potential of these criteria in determining objective model selection priors by considering their application to the problem of variable selection in normal linear models. This results in a new model selection objective prior with a number of compelling properties.Comment: Published in at http://dx.doi.org/10.1214/12-AOS1013 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the prevalence of information inconsistency in normal linear models

Informally, ‘information inconsistency’ is the property that has been observed in some Bayesian hypothesis testing and model selection scenarios whereby the Bayesian conclusion does not become definitive when the data seem to become definitive. An example is that, when performing a t test using standard conjugate priors, the Bayes factor of the alternative hypothesis to the null hypothesis remains bounded as the t statistic grows to infinity. The goal of this paper is to thoroughly investigate information inconsistency in various Bayesian testing problems. We consider precise hypothesis tests, one-sided hypothesis tests, and multiple hypothesis tests under normal linear models with dependent observations. Standard priors are considered, such as conjugate and semi-conjugate priors, as well as variations of Zellner’s g prior (e.g., fixed g priors, mixtures of g priors, and adaptive (data-based) g priors). It is shown that information inconsistency is a widespread problem using standard priors while certain theoretically recommended priors, including scale mixtures of conjugate priors and adaptive priors, are information consistent

Computer model validation with functional output

A key question in evaluation of computer models is Does the computer model adequately represent reality? A six-step process for computer model validation is set out in Bayarri et al. [Technometrics 49 (2007) 138--154] (and briefly summarized below), based on comparison of computer model runs with field data of the process being modeled. The methodology is particularly suited to treating the major issues associated with the validation process: quantifying multiple sources of error and uncertainty in computer models; combining multiple sources of information; and being able to adapt to different, but related scenarios. Two complications that frequently arise in practice are the need to deal with highly irregular functional data and the need to acknowledge and incorporate uncertainty in the inputs. We develop methodology to deal with both complications. A key part of the approach utilizes a wavelet representation of the functional data, applies a hierarchical version of the scalar validation methodology to the wavelet coefficients, and transforms back, to ultimately compare computer model output with field output. The generality of the methodology is only limited by the capability of a combination of computational tools and the appropriateness of decompositions of the sort (wavelets) employed here. The methods and analyses we present are illustrated with a test bed dynamic stress analysis for a particular engineering system.Comment: Published in at http://dx.doi.org/10.1214/009053607000000163 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

On the future of astrostatistics: statistical foundations and statistical practice

This paper summarizes a presentation for a panel discussion on "The Future of Astrostatistics" held at the Statistical Challenges in Modern Astronomy V conference at Pennsylvania State University in June 2011. I argue that the emerging needs of astrostatistics may both motivate and benefit from fundamental developments in statistics. I highlight some recent work within statistics on fundamental topics relevant to astrostatistical practice, including the Bayesian/frequentist debate (and ideas for a synthesis), multilevel models, and multiple testing. As an important direction for future work in statistics, I emphasize that astronomers need a statistical framework that explicitly supports unfolding chains of discovery, with acquisition, cataloging, and modeling of data not seen as isolated tasks, but rather as parts of an ongoing, integrated sequence of analyses, with information and uncertainty propagating forward and backward through the chain. A prototypical example is surveying of astronomical populations, where source detection, demographic modeling, and the design of survey instruments and strategies all interact.Comment: 8 pp, 2 figures. To appear in "Statistical Challenges in Modern Astronomy V," (Lecture Notes in Statistics, Vol. 209), ed. Eric D. Feigelson and G. Jogesh Babu; publication planned for Sep 2012; see http://www.springer.com/statistics/book/978-1-4614-3519-