Hidden Dangers of Specifying Noninformative Priors
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Publication:5876894
Cites work
- scientific article; zbMATH DE number 1547349 (Why is no real title available?)
- scientific article; zbMATH DE number 1556163 (Why is no real title available?)
- scientific article; zbMATH DE number 1911984 (Why is no real title available?)
- A New Perspective on Priors for Generalized Linear Models
- A weakly informative default prior distribution for logistic and other regression models
- An introduction to Bayesian analysis. Theory and methods.
- Bayesian methods. A social and behavioral sciences approach
- Bayesian reliability
- Measurement Error in Nonlinear Models
Cited in
(10)- Model-based geostatistics from a Bayesian perspective: investigating area-to-point Kriging with small data sets
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
- Data cloning: maximum likelihood estimation of DSGE models
- Comment: Bayesian Statistics in the Twenty First Century
- Non-informative invariant priors yield peculiar marginals
- Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
- Prior Elicitation: Interactive Spreadsheet Graphics With Sliders Can Be Fun, and Informative
- Characterizing Dirichlet Priors
- How principled and practical are penalised complexity priors?
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
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