Introducing doubt in Bayesian model comparison

Details Introducing doubt in Bayesian model comparison Introducing doubt in Bayesian model comparison

2008-11-14

arxiv.org/abs/0811.2415v1

Physics

Data Analysis, Statistics and Probability

10 pages, 5 figures

Scientific paper

There are things we know, things we know we don't know, and then there are things we don't know we don't know. In this paper we address the latter two issues in a Bayesian framework, introducing the notion of doubt to quantify the degree of (dis)belief in a model given observational data in the absence of explicit alternative models. We demonstrate how a properly calibrated doubt can lead to model discovery when the true model is unknown.

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