Exact and efficient inference for partial Bayes problems
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Publication:1711596
DOI10.1214/18-EJS1511zbMATH Open1414.62094arXiv1802.04050WikidataQ128776595 ScholiaQ128776595MaRDI QIDQ1711596FDOQ1711596
Authors: Yixuan Qiu, Lingsong Zhang, Chuanhai Liu 
Publication date: 18 January 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1802.04050
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- scientific article; zbMATH DE number 815887
Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10)
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Cited In (14)
- Bounds on Distributions Involving Partial Marginal and Conditional Information: The Consequences of Incomplete Prior Specification
- Bayesian Inference Under Partial Prior Information
- Restricted prior inference for complex uncertainty structures
- Exact Bayesian computation using H-functions
- Title not available (Why is that?)
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- A practical strategy for valid partial prior-dependent possibilistic inference
- Title not available (Why is that?)
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- Efficient posterior integration in stable paretian models
- Statistical calibration between partial information systems
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