Exact and efficient inference for partial Bayes problems
From MaRDI portal
Abstract: Bayesian methods are useful for statistical inference. However, real-world problems can be challenging using Bayesian methods when the data analyst has only limited prior knowledge. In this paper we consider a class of problems, called Partial Bayes problems, in which the prior information is only partially available. Taking the recently proposed Inferential Model approach, we develop a general inference framework for Partial Bayes problems, and derive both exact and efficient solutions. In addition to the theoretical investigation, numerical results and real applications are used to demonstrate the superior performance of the proposed method.
This article considers statistical inference for partial Bayes problems, i.e. Bayesian models without fully-specified prior distributions. In these models, the prior information is only partially available. A general inference framework for partial Bayes problems is considered. In addition to the theoretical investigations, numerical results show that the proposed method is superior to the ordinary ones.
Recommendations
- An optimal approximation algorithm for Bayesian inference
- Bayesian Inference Under Partial Prior Information
- Using empirical partially Bayes inference for increased efficiency
- A Bayesian approach to approximate conditional inference
- Algorithmic Learning Theory
- Exact Bayesian inference by symbolic disintegration
- scientific article; zbMATH DE number 815887
Cites work
- Approaches for Empirical Bayes Confidence Intervals
- Bayes Empirical Bayes
- Bayesian Inference Under Partial Prior Information
- Conditional inferential models: combining information for prior-free probabilistic inference
- Confidence Distributions and a Unifying Framework for Meta-Analysis
- Convergence in distribution of conditional expectations
- Data Analysis Using Stein's Estimator and its Generalizations
- Empirical Bayes Confidence Intervals Based on Bootstrap Samples
- Empirical Bayes on vector observations: An extension of Stein's method
- scientific article; zbMATH DE number 3124366 (Why is no real title available?)
- scientific article; zbMATH DE number 3390151 (Why is no real title available?)
- Incorporating external information in analyses of clinical trials with binary outcomes
- Inferential models. Reasoning with uncertainty
- Inferential Models: A Framework for Prior-Free Posterior Probabilistic Inference
- Large-scale inference. Empirical Bayes methods for estimation, testing, and prediction
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- Marginal Inferential Models: Prior-Free Probabilistic Inference on Interest Parameters
- On conditional weak convergence
- Parametric Empirical Bayes Inference: Theory and Applications
- Plausibility functions and exact frequentist inference
- Single-parameter inference based on partial prior information
- Some results on the convergence of conditional distributions
- Statistical inference with partial prior information based on a Gauss-type inequality
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
Cited in
(15)- Using empirical partially Bayes inference for increased efficiency
- Exact statistical solutions using the inverse Bayes formulae.
- Efficient posterior integration in stable paretian models
- Barker's algorithm for Bayesian inference with intractable likelihoods
- False confidence, non-additive beliefs, and valid statistical inference
- Restricted prior inference for complex uncertainty structures
- “Sobre los modelos jerárquicos y su relación con el problema de decisión con información parcial a priori”
- scientific article; zbMATH DE number 5770590 (Why is no real title available?)
- scientific article; zbMATH DE number 3986356 (Why is no real title available?)
- Single-parameter inference based on partial prior information
- Bayesian Inference Under Partial Prior Information
- Statistical calibration between partial information systems
- A practical strategy for valid partial prior-dependent possibilistic inference
- Bounds on Distributions Involving Partial Marginal and Conditional Information: The Consequences of Incomplete Prior Specification
- Exact Bayesian computation using H-functions
This page was built for publication: Exact and efficient inference for partial Bayes problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1711596)
