A New Calibrated Bayesian Internal Goodness-of-Fit Method Sampled Posterior p-Values as Simple and General p-Values That Allow Double Use of the Data 英文参考文献.docVIP

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A New Calibrated Bayesian Internal Goodness-of-Fit Method Sampled Posterior p-Values as Simple and General p-Values That Allow Double Use of the Data 英文参考文献.doc

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A New Calibrated Bayesian Internal Goodness-of-Fit Method Sampled Posterior p-Values as Simple and General p-Values That Allow Double Use of the Data 英文参考文献

ANewCalibratedBayesianInternalGoodness-of-Fit Method:SampledPosteriorp-ValuesasSimpleand Generalp-ValuesThatAllowDoubleUseoftheData Fre′de′ricGosselin* Cemagref,UREFNO,Nogent-sur-Vernisson,France Abstract Background: Recent approaches mixing frequentist principles with Bayesian inference propose internal goodness-of-fit (GOF)p-valuesthatmightbevaluableforcriticalanalysisofBayesianstatisticalmodels.However,GOFp-valuesdeveloped todate only haveknownprobability distributions under restrictive conditions. As aresult, no known GOFp-value has a knownprobabilitydistributionforanydiscrepancyfunction. Methodology/PrincipalFindings:WeshowmathematicallythatanewGOFp-value,calledthesampledposteriorp-value (SPP),asymptoticallyhasauniformprobabilitydistributionwhateverthediscrepancyfunction.Inamoderatefinitesample context, simulations also showed that the SPP appears stable to relatively uninformative misspecifications of the prior distribution. Conclusions/Significance: Thesereasons,togetherwithitsnumericalsimplicity,maketheSPPabettercanonicalGOFp- valuethanexistingGOFp-values. Citation:GosselinF(2011)ANewCalibratedBayesianInternalGoodness-of-FitMethod:SampledPosteriorp-ValuesasSimpleandGeneralp-ValuesThatAllow DoubleUseoftheData.PLoSONE6(3):e14770.doi:10.1371/journal.pone.0014770 Editor:PedroAntonioValdes-Sosa,CubanNeuroscienceCenter,Cuba ReceivedJune10,2010;AcceptedFebruary14,2011;PublishedMarch18,2011 Copyright:?2011Fre′de′ricGosselin.Thisisanopen-accessarticledistributedunderthetermsoftheCreativeCommonsAttributionLicense,whichpermits unrestricteduse,distribution,andreproductioninanymedium,providedtheoriginalauthorandsourcearecredited. Funding:Theauthorhasnosupportorfundingtoreport. CompetingInterests:Theauthorhasdeclaredthatnocompetinginterestsexist. *E-mail:frederic.gosselin@cemagref.fr Introduction comparetwomodelsorhypotheses[9].‘‘Weirdness’’isquantified using specific discrepancy functions, which are real-valued functions of data and of statistical model parameters. Fi