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In the cognitive and neural sciences, Bayesianism refers to a collection of concepts and methods stemming from various implementations of Bayes' theorem, which is a formal way to calculate the conditional probability of a hypothesis being true based on prior expectations and updating priors in the face of errors. Bayes' theorem has been fruitfully applied to describe and explain a wide range of cognitive and neural phenomena (e.g., visual perception and neural population activity) and is at the core of various theories (e.g., predictive processing). Despite these successes, we claim that Bayesianism has two interrelated shortcomings: its calculations and models are predominantly linear and noise is assumed to be random and unstructured versus deterministic. We outline ways that Bayesianism can address those shortcomings: first, by making more central the nonlinearities characteristic of biological cognitive systems, and second, by treating noise not as random and unstructured dynamics, but as the kind of structured nonlinearities of complex dynamical systems (e.g., chaos and fractals). We provide bistable visual percepts as an example of a real-world phenomenon that demonstrates the fruitfulness of integrating complex dynamical systems theory in Bayesian treatments of perception. Doing so facilitates a Bayesianism that is more capable of explaining a number of currently out-of-reach natural phenomena on their own, biologically realistic terms. [ABSTRACT FROM AUTHOR]

In many hypothesis testing applications, we have mixed priors, with well-motivated informative priors for some parameters but not for others. The Bayesian methodology uses the Bayes factor and is helpful for the informative priors, as it incorporates Occam's razor via the multiplicity or trials factor in the look-elsewhere effect. However, if the prior is not known completely, the frequentist hypothesis test via the false-positive rate is a better approach, as it is less sensitive to the prior choice. We argue that when only partial prior information is available, it is best to combine the two methodologies by using the Bayes factor as a test statistic in the frequentist analysis. We show that the standard frequentist maximum likelihood-ratio test statistic corresponds to the Bayes factor with a non-informative Jeffrey's prior. We also show that mixed priors increase the statistical power in frequentist analyses over the maximum likelihood test statistic. We develop an analytic formalism that does not require expensive simulations and generalize Wilks' theorem beyond its usual regime of validity. In specific limits, the formalism reproduces existing expressions, such as the p-value of linear models and periodograms. We apply the formalism to an example of exoplanet transits, where multiplicity can be more than 10 7 . We show that our analytic expressions reproduce the p-values derived from numerical simulations. We offer an interpretation of our formalism based on the statistical mechanics. We introduce the counting of states in a continuous parameter space using the uncertainty volume as the quantum of the state. We show that both the p-value and Bayes factor can be expressed as an energy versus entropy competition. [ABSTRACT FROM AUTHOR]

Simultaneous hypothesis tests can fail to provide results that meet logical requirements. For example, if A and B are two statements such that A implies B, there exist tests that, based on the same data, reject B but not A. Such outcomes are generally inconvenient to statisticians (who want to communicate the results to practitioners in a simple fashion) and non-statisticians (confused by conflicting pieces of information). Based on this inconvenience, one might want to use tests that satisfy logical requirements. However, Izbicki and Esteves shows that the only tests that are in accordance with three logical requirements (monotonicity, invertibility and consonance) are trivial tests based on point estimation, which generally lack statistical optimality. As a possible solution to this dilemma, this paper adapts the above logical requirements to agnostic tests, in which one can accept, reject or remain agnostic with respect to a given hypothesis. Each of the logical requirements is characterized in terms of a Bayesian decision theoretic perspective. Contrary to the results obtained for regular hypothesis tests, there exist agnostic tests that satisfy all logical requirements and also perform well statistically. In particular, agnostic tests that fulfill all logical requirements are characterized as region estimator-based tests. Examples of such tests are provided. [ABSTRACT FROM AUTHOR]

The extraordinary success of physicists to find simple laws that explain many phenomena is beguiling. With the exception of quantum mechanics, it suggests a deterministic world in which theories are right or wrong, and the world is simple. However, attempts to apply such thinking to other phenomena have not been so successful. Individually and collectively we face many situations dominated by uncertainty, about weather and climate, about how wisely to raise children, and how the economy should be managed. The controversy about hypothesis testing is dominated by the tension between simple explanations and the complexity of the world we live in. [ABSTRACT FROM AUTHOR]

This work addresses an important issue regarding the performance of simultaneous test procedures: the construction of multiple tests that at the same time are optimal from a statistical perspective and that also yield logically-consistent results that are easy to communicate to practitioners of statistical methods. For instance, if hypothesis A implies hypothesis B, is it possible to create optimal testing procedures that reject A whenever they reject B Unfortunately, several standard testing procedures fail in having such logical consistency. Although this has been deeply investigated under a frequentist perspective, the literature lacks analyses under a Bayesian paradigm. In this work, we contribute to the discussion by investigating three rational relationships under a Bayesian decision-theoretic standpoint: coherence, invertibility and union consonance. We characterize and illustrate through simple examples optimal Bayes tests that fulfill each of these requisites separately. We also explore how far one can go by putting these requirements together. We show that although fairly intuitive tests satisfy both coherence and invertibility, no Bayesian testing scheme meets the desiderata as a whole, strengthening the understanding that logical consistency cannot be combined with statistical optimality in general. Finally, we associate Bayesian hypothesis testing with Bayes point estimation procedures. We prove the performance of logically-consistent hypothesis testing by means of a Bayes point estimator to be optimal only under very restrictive conditions. [ABSTRACT FROM AUTHOR]

Conditional independence tests have received special attention lately in machine learning and computational intelligence related literature as an important indicator of the relationship among the variables used by their models. In the field of probabilistic graphical models, which includes Bayesian network models, conditional independence tests are especially important for the task of learning the probabilistic graphical model structure from data. In this paper, we propose the full Bayesian significance test for tests of conditional independence for discrete datasets. The full Bayesian significance test is a powerful Bayesian test for precise hypothesis, as an alternative to the frequentist's significance tests (characterized by the calculation of the p-value). [ABSTRACT FROM AUTHOR]

Bayesian testing of a point null hypothesis is considered. The null hypothesisis that an observation, x, is distributed according to the normal distribution with a mean of zero and known variance σ². The alternative hypothesis is that x is distributed accordingto a normal distribution with an unknown nonzero mean, µ, and variance σ². The testingproblem is formulated as a prediction problem. Bayesian testing based on priors constructedby using conditional mutual information is investigated. [ABSTRACT FROM AUTHOR]

We study a binary hypothesis testing problem in which a defender must decide whether a test sequence has been drawn from a given memoryless source P 0 , while an attacker strives to impede the correct detection. With respect to previous works, the adversarial setup addressed in this paper considers an attacker who is active under both hypotheses, namely, a fully active attacker, as opposed to a partially active attacker who is active under one hypothesis only. In the fully active setup, the attacker distorts sequences drawn both from P 0 and from an alternative memoryless source P 1 , up to a certain distortion level, which is possibly different under the two hypotheses, to maximize the confusion in distinguishing between the two sources, i.e., to induce both false positive and false negative errors at the detector, also referred to as the defender. We model the defender–attacker interaction as a game and study two versions of this game, the Neyman–Pearson game and the Bayesian game. Our main result is in the characterization of an attack strategy that is asymptotically both dominant (i.e., optimal no matter what the defender's strategy is) and universal, i.e., independent of P 0 and P 1 . From the analysis of the equilibrium payoff, we also derive the best achievable performance of the defender, by relaxing the requirement on the exponential decay rate of the false positive error probability in the Neyman–Pearson setup and the tradeoff between the error exponents in the Bayesian setup. Such analysis permits characterizing the conditions for the distinguishability of the two sources given the distortion levels. [ABSTRACT FROM AUTHOR]

Testing of evidence in criminal cases can be limited by temporal or financial constraints or by the fact that certain tests may be mutually exclusive, so choosing the tests that will have maximal impact on the final result is essential. In this paper, we assume that a main hypothesis, evidence for it and possible tests for existence of this evidence are represented in the form of a Bayesian network, and use three different methods to measure the impact of a test on the main hypothesis. We illustrate the methods by applying them to an actual digital crime case provided by the Hong Kong police. We conclude that the Kullback–Leibler divergence is the optimal method for selecting the tests with the highest impact. [ABSTRACT FROM AUTHOR]