A decision-theoretical view of default priors

DOI10.1007/S11238-009-9174-YzbMATH Open1203.62008OpenAlexW2043436220WikidataQ58228973 ScholiaQ58228973MaRDI QIDQ618897FDOQ618897

Stephen G. Walker, E. Gutiérrez-Peña

Publication date: 17 January 2011

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-009-9174-y

Recommendations

• The Selection of Prior Distributions by Formal Rules
• Default priors for Bayesian and frequentist inference
• A new approach to default priors and robust bayes methodology
• scientific article; zbMATH DE number 1098824
• Deriving reference decisions

zbMATH Keywords

Bayesian inferencereference priorexpected utilitylogarithmic divergenceobjective priorparametric modelintrinsic loss

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Conjugate priors for exponential families
• Accurate Approximations for Posterior Moments and Marginal Densities
• Title not available (Why is that?)
• The Selection of Prior Distributions by Formal Rules
• Title not available (Why is that?)
• An invariant form for the prior probability in estimation problems
• Natural exponential families with quadratic variance functions
• Natural exponential families with quadratic variance functions: Statistical theory
• Intrinsic losses
• Title not available (Why is that?)
• Title not available (Why is that?)
• Differential-geometrical methods in statistics.
• Jeffreys' prior is asymptotically least favorable under entropy risk
• Bayesian Hypothesis Testing: A Reference Approach
• A Bayesian Indifference Procedure
• Title not available (Why is that?)
• On sufficient conditions for Bayesian consistency
• Exponential and Bayesian conjugate families: Review and extensions. (With discussion)
• Moments for the canonical parameter of an exponential family under a conjugate distribution

Cited In (5)

• Evaluating default priors with a generalization of Eaton's Markov chain
• Overall objective priors
• Title not available (Why is that?)
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
• A new approach to default priors and robust bayes methodology

Uses Software

• WinBUGS

This page was built for publication: A decision-theoretical view of default priors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q618897)