Diagnostics of prior-data agreement in applied Bayesian analysis

DOI10.1080/02664760802192981MaRDI QIDQ3183825zbMATH OpenOpenAlexFDO

Authors Nicolas Bousquet

Publication date 21 October 2009

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760802192981

zbMATH Keywords

discrete distributionsexpert opinionKullback-Leibler diver-gencelifetime distributionsobjective priorprior-data conflictsubjective prior

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Cites work

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• Checking for prior-data conflict
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• scientific article; zbMATH DE number 1631958 (Why is no real title available?)
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
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• Iterated importance sampling in missing data problems
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• Probabilistic Forecasts, Calibration and Sharpness
• Properties of intrinsic and fractional Bayes factors
• Propriety of intrinsic priors in invariant testing situations
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• Statistical Methods for Eliciting Probability Distributions
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The maximum likelihood prior
• Toward a theory of information processing

Cited in

(19)

• Checking for model failure and for prior-data conflict with the constrained multinomial model
• Using prior expansions for prior-data conflict checking
• Checking for prior-data conflict using prior-to-posterior divergences
• Post-data evaluation of prior assessment
• scientific article; zbMATH DE number 946662 (Why is no real title available?)
• A BAYESIAN ANALYSIS FOR INTER-RATER AGREEMENT
• The use of predicted values for item parameters in item response theory models: an application in intelligence tests
• Hierarchical Bayesian Lasso for a negative binomial regression
• Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis
• Quantifying observed prior impact
• Bayesian inference for the weights in logarithmic pooling
• Testing the fit of data and external sets via an imprecise Sargan-Hansen test
• Discussion of: ``Specifying prior distributions in reliability applications: towards new formal rules for informative prior elicitation?
• An adaptive kriging method for solving nonlinear inverse statistical problems
• Covariance constraints for stochastic inverse problems of computer models
• Using prior-data conflict to tune Bayesian regularized regression models
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• Inference on exponential families with mixture of prior distributions
• Merging experts' opinions: a Bayesian hierarchical model with mixture of prior distributions

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