Functional uniform priors for nonlinear modeling
From MaRDI portal
Abstract: This paper considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a prior distribution that is uniform in the space of functional shapes of the underlying nonlinear function and then back-transform to obtain a prior distribution for the original model parameters. The primary application considered in this article is nonlinear regression, but the idea might be of interest beyond this case. For nonlinear regression the so constructed priors have the advantage that they are parametrization invariant and do not violate the likelihood principle, as opposed to uniform distributions on the parameters or the Jeffrey's prior, respectively. The utility of the proposed priors is demonstrated in the context of nonlinear regression modelling in clinical dose-finding trials, through a real data example and simulation. In addition the proposed priors are used for calculation of an optimal Bayesian design.
Recommendations
- Practical considerations for using functional uniform prior distributions for dose-response estimation in clinical trials
- Optimal designs for nonlinear regression models with respect to non-informative priors
- Smoothness Priors and Nonlinear Regression
- scientific article; zbMATH DE number 772781
- scientific article; zbMATH DE number 724012
Cites work
- scientific article; zbMATH DE number 1865744 (Why is no real title available?)
- A note on B-splines for semiparametric elicitation
- Intrinsic statistics on Riemannian manifolds: Basic tools for geometric measurements
- Statistical Inference, Occam's Razor, and Statistical Mechanics on the Space of Probability Distributions
- The Selection of Prior Distributions by Formal Rules
- The formal definition of reference priors
- Uncertain Judgements: Eliciting Experts' Probabilities
- Uniform probability
Cited in
(6)- Optimal designs for nonlinear regression models with respect to non-informative priors
- Practical considerations for using functional uniform prior distributions for dose-response estimation in clinical trials
- scientific article; zbMATH DE number 5586079 (Why is no real title available?)
- A machine learning compatible method for ordinal propensity score stratification and matching
- Functional Horseshoe Priors for Subspace Shrinkage
- Analysis of clinical trials with biologics using dose-time-response models
This page was built for publication: Functional uniform priors for nonlinear modeling
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4649070)