Overall objective priors
From MaRDI portal
Abstract: In multi-parameter models, reference priors typically depend on the parameter or quantity of interest, and it is well known that this is necessary to produce objective posterior distributions with optimal properties. There are, however, many situations where one is simultaneously interested in all the parameters of the model or, more realistically, in functions of them that include aspects such as prediction, and it would then be useful to have a single objective prior that could safely be used to produce reasonable posterior inferences for all the quantities of interest. In this paper, we consider three methods for selecting a single objective prior and study, in a variety of problems including the multinomial problem, whether or not the resulting prior is a reasonable overall prior.
Recommendations
Cites work
- scientific article; zbMATH DE number 6114094 (Why is no real title available?)
- scientific article; zbMATH DE number 3667770 (Why is no real title available?)
- scientific article; zbMATH DE number 1328957 (Why is no real title available?)
- scientific article; zbMATH DE number 578421 (Why is no real title available?)
- scientific article; zbMATH DE number 3189754 (Why is no real title available?)
- A decision-theoretical view of default priors
- A general divergence criterion for prior selection
- A note on reference priors for the scalar skew-normal distribution
- Adaptive Rejection Sampling for Gibbs Sampling
- An Example of Wide Discrepancy Between Fiducial and Confidence Intervals
- An exponential subfamily which admits UMPU tests based on a single test statistic
- An invariant form for the prior probability in estimation problems
- Bayesian inference for a bivariate binomial distribution
- Bayesian nonparametrics
- Bayesian prediction with approximate frequentist validity.
- Elimination of nuisance parameters with reference priors
- Estimating a Product of Means: Bayesian Analysis with Reference Priors
- Estimation of a covariance matrix using the reference prior
- Estimation of the Probability that Y < X
- Frequentist validity of posterior quantiles for a two-parameter exponential family
- Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
- Integrable expansions for posterior distributions for a two-parameter exponential family
- Invariant Prior Distributions
- Jeffreys priors for survival models with censored data
- Jeffreys' prior is asymptotically least favorable under entropy risk
- Noninformative priors for maximal invariant parameter in group models
- Objective priors for discrete parameter spaces
- Objective priors for the bivariate normal model
- Objective priors: an introduction for frequentists
- On Information and Sufficiency
- On Priors Providing Frequentist Validity for Bayesian Inference
- On the invariance of noninformative priors
- Ordered group reference priors with application to the multinomial problem
- Partial information reference priors: Derivation and interpretations
- Reference priors for exponential families with simple quadratic variance function
- Reference priors with partial information
- The Selection of Prior Distributions by Formal Rules
- The formal definition of reference priors
- Un-Bayesian implications of improper Bayes inference in routine statistical problems
Cited in
(42)- Fast sampling in a linear-Gaussian inverse problem
- Bayesian analysis of series system with dependent causes of failure
- What Does Objective Mean in a Dirichlet‐multinomial Process?
- Estimation of the Pareto and related distributions – A reference-intrinsic approach
- Posterior properties of the Weibull distribution for censored data
- Properties of k -record posteriors for the Weibull model
- The formal definition of reference priors
- Fiducial, confidence and objective Bayesian posterior distributions for a multidimensional parameter
- A novel Bayesian regression model for counts with an application to health data
- Prior distributions for objective Bayesian analysis
- Discussion of: ``Specifying prior distributions in reliability applications
- The Bayes rule of the parameter in \((0,1)\) under the power-log loss function with an application to the beta-binomial model
- The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
- An adaptive kriging method for solving nonlinear inverse statistical problems
- Objective priors in the empirical Bayes framework
- Objective Bayesian Analysis of a Cokriging Model for Hierarchical Multifidelity Codes
- On the permutation entropy Bayesian estimation
- Objective priors for discrete parameter spaces
- Identifiability and bias reduction in the skew-probit model for a binary response
- Improving the accuracy of estimating indexes in contingency tables using Bayesian estimators
- The contemplated average success probability for normally distributed models with an application to optimal sample sizes selection
- The empirical Bayes estimators of the variance parameter of the normal distribution with a conjugate inverse gamma prior under Stein’s loss function
- Optimal compromise between incompatible conditional probability distributions, with application to objective Bayesian kriging
- Bayesian local false discovery rate for sparse count data with application to the discovery of hotspots in protein domains
- Objective Bayesian inference with proper scoring rules
- Power Laws Distributions in Objective Priors
- Learning statistics from counterexamples
- Detecting renewal states in chains of variable length via intrinsic Bayes factors
- Three strings of inequalities among six Bayes estimators
- On a class of objective priors from scoring rules (with discussion)
- An objective approach to prior mass functions for discrete parameter spaces
- Efficient closed-form maximum a posteriori estimators for the gamma distribution
- Automated learning of interpretable models with quantified uncertainty
- On an inferential model construction using generalized associations
- The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function
- Analytic posteriors for Pearson's correlation coefficient
- On the consistency of Bayes estimates for the infinite continuous mixture of Dirichlet distributions
- Quantifying observed prior impact
- Shrinkage with shrunken shoulders: Gibbs sampling shrinkage model posteriors with guaranteed convergence rates
- Bayesian approach to the meta-analysis of multi-category prevalence
- Posterior properties under matching priors for generalized gamma distribution
- A Bayesian approach for some zero-modified Poisson mixture models
This page was built for publication: Overall objective priors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q273584)
