Infinitesimal distributions, improper priors and Bayesian inference

DOI10.1007/S13171-016-0092-0MaRDI QIDQ505491zbMATH OpenOpenAlexFDO

Authors Leendert M. Huisman

Publication date 25 January 2017

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13171-016-0092-0

zbMATH Keywords

Bayesian inferenceimproper priorsmarginalization paradoxstrong inconsistency

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Bayesian inference (62F15)

Recommendations

• On the proper treatment of improper distributions
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Cites work

• Coherent inference from improper priors and from finitely additive priors
• Conditional Confidence Level Properties
• scientific article; zbMATH DE number 3810667 (Why is no real title available?)
• scientific article; zbMATH DE number 3426640 (Why is no real title available?)
• scientific article; zbMATH DE number 3337815 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• Necessary and Sufficient Condition for Convergence in Probability to Invariant Posterior Distributions
• Objective priors for the bivariate normal model
• On finitely additive priors, coherence, and extended admissibility
• Strong Inconsistency from Uniform Priors
• The formal definition of reference priors
• The formal posterior of a standard flat prior in MANOVA is incoherent
• The Selection of Prior Distributions by Formal Rules
• Un-Bayesian implications of improper Bayes inference in routine statistical problems

Cited in

(11)

• The conflict between improper priors and robustness
• On the use of finitely additive priors for location-scale models
• Conditional probability and improper priors
• Approximation of improper priors
• scientific article; zbMATH DE number 3930113 (Why is no real title available?)
• Bayes spaces: use of improper distributions and exponential families
• Permissible boundary prior function as a virtually proper prior density
• Improper priors and improper posteriors
• Infinite hierarchies and prior distributions
• On Bayes's theorem for improper mixtures
• Improper versus finitely additive distributions as limits of countably additive probabilities

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