Bayesian analysis with limited communication

DOI10.1016/0378-3758(91)90055-JMaRDI QIDQ1176754zbMATH OpenWikidataFDO

Authors James O. Berger, J. Mortera

Publication date 25 June 1992

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(91)90055-J

zbMATH Keywords

Bayesian sufficiencycombining informationcommon priorKullback-Leibler distancelimited communicationlinear opinion poolsposterior distributionprior distributionreliability demonstrationteam problem

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15)

Review text

The \(i\)th individual in a group of \(m\) observes the random quantity \(X_ i\), where \(\underset\tilde {} X=(X_ 1,X_ 2,\dots,X_ m)\) has density \(g(\underset\tilde {} x\mid\theta)\) and \(\theta\) is an unknown parameter. Only a limited amount of information can be communicated and so the \(i\)th individual reports \(y_ i=h(x_ i)\). It is required to make inferences about \(\theta\) given a prior distribution on \(\theta\) and \(\underset\tilde {} y=(y_ 1,y_ 2,\dots,y_ m)\). Two versions of the problem are described. The first is where there is a common prior and \(y_ i\) is the posterior distribution of member \(i\) and the second is where \(\underset\tilde {} y\) is chosen to optimise the information communicated subject to a constraint on the amount that can be communicated.

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Cites work

• A note on Bayes designs for inference using a hierarchical linear model
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• Combining probability distributions: A critique and an annotated bibliography
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• scientific article; zbMATH DE number 3846636 (Why is no real title available?)
• scientific article; zbMATH DE number 3667770 (Why is no real title available?)
• scientific article; zbMATH DE number 3530858 (Why is no real title available?)
• scientific article; zbMATH DE number 4113805 (Why is no real title available?)
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• Optimal Linear Opinion Pools
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Cited in

(4)

• Bayesian robustness of the empirical distribution
• Coherent combination of experts' opinions. (With discussion)
• A comparison of two methods for obtaining a collective posterior distribution
• Calibration, sharpness and the weighting of experts in a linear opinion pool

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