A new identity and estimator recovers the entire Bayes factor sensitivity curve over any hyper-parameter value from one additional model fit by reducing the problem to a ratio of prior densities on MCMC draws.
Department of Health and Human Services , Food and Drug Administration , Center for Drug Evaluation and Research (CDER) & Center for Biologics Evaluation and Research (CBER) (2026)
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Efficient Bayes Factor Sensitivity Analysis via Posterior Density Ratios
A new identity and estimator recovers the entire Bayes factor sensitivity curve over any hyper-parameter value from one additional model fit by reducing the problem to a ratio of prior densities on MCMC draws.