Weak informativity and the information in one prior relative to another
From MaRDI portal
Publication:449852
DOI10.1214/11-STS357zbMATH Open1246.62007arXiv1201.1766OpenAlexW3097978729MaRDI QIDQ449852FDOQ449852
Authors: Gun Ho Jang, Michael Evans 
Publication date: 1 September 2012
Published in: Statistical Science (Search for Journal in Brave)
Abstract: A question of some interest is how to characterize the amount of information that a prior puts into a statistical analysis. Rather than a general characterization, we provide an approach to characterizing the amount of information a prior puts into an analysis, when compared to another base prior. The base prior is considered to be the prior that best reflects the current available information. Our purpose then is to characterize priors that can be used as conservative inputs to an analysis relative to the base prior. The characterization that we provide is in terms of a priori measures of prior-data conflict.
Full work available at URL: https://arxiv.org/abs/1201.1766
Recommendations
- Prior Probabilities: An Information-Theoretic Approach
- scientific article; zbMATH DE number 1559131
- A theoretical note on the prior information criterion
- Some Remarks on Noninformative Priors
- Partial information reference priors: Derivation and interpretations
- scientific article; zbMATH DE number 7450029
- Weakly informative priors and prior-data conflict checking for likelihood-free inference
- Information inequalities for the Bayes risk of predictors
- On the invariance of noninformative priors
Cites Work
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion
- A weakly informative default prior distribution for logistic and other regression models
- Title not available (Why is that?)
- On a Measure of the Information Provided by an Experiment
- Checking for prior-data conflict
- Analysis of multifactor affine yield curve models
- Bayesian Methods in Practice: Experiences in the Pharmaceutical Industry
- Title not available (Why is that?)
- A limit result for the prior predictive applied to checking for prior-data conflict
- Invariant \(P\)-values for model checking
Cited In (19)
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Discussion of ``On the Birnbaum argument for the strong likelihood principle
- Penalising model component complexity: a principled, practical approach to constructing priors
- Vector operations for accelerating expensive Bayesian computations - a tutorial guide
- Adaptive prior weighting in generalized regression
- Approximation of Bayesian predictive \(p\)-values with regression ABC
- A limit result for the prior predictive applied to checking for prior-data conflict
- Consistency of Bayesian estimates for the sum of squared normal means with a normal prior
- Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy
- Using History Matching for Prior Choice
- Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis
- Effective sample size for a mixture prior
- Using prior expansions for prior-data conflict checking
- Goals and the informativeness of prior probabilities
- On the geometry of Bayesian inference
- Detecting and diagnosing prior and likelihood sensitivity with power-scaling
- On some problems of Bayesian region construction with guaranteed coverages
- Checking for model failure and for prior-data conflict with the constrained multinomial model
- Checking for prior-data conflict using prior-to-posterior divergences
This page was built for publication: Weak informativity and the information in one prior relative to another
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449852)
