A note on Bayesian prediction from the regression model with informative priors

被引：0

作者：

Marriott, JM ^{[1
]}

Spencer, NM ^{[1
]}

机构：

[1] Nottingham Trent Univ, Dept Math Stat & Operat Res, Nottingham NG1 4BU, England

来源：

AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS | 2001年 / 43卷 / 04期

关键词：

Bayesian regression; informative priors; predictive densities;

D O I：

10.1111/1467-842X.00195

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper considers the problem of undertaking a predictive analysis from a regression model when proper conjugate priors are used. It shows how the prior information can be incorporated as a virtual experiment by augmenting the data, and it derives expressions for both the prior and the posterior predictive densities. The results obtained are of considerable practical importance to practitioners of Bayesian regression methods.

引用

页码：473 / 480

页数：8

共 50 条

[21] The Value of Informative Priors in Bayesian Inference with Sparse Data
Lenk, Peter
Orme, Bryan
JOURNAL OF MARKETING RESEARCH, 2009, 46 (06) : 832 - 845
[22] A Bayesian Vector Autoregressive Model with Informative Steady-state Priors for the Australian Economy
Beechey, Meredith
Osterholm, Par
ECONOMIC RECORD, 2008, 84 (267) : 449 - 465
[23] Shrinkage priors for Bayesian penalized regression
van Erp, Sara
Oberski, Daniel L.
Mulder, Joris
JOURNAL OF MATHEMATICAL PSYCHOLOGY, 2019, 89 : 31 - 50
[24] Bayesian regression filters and the issue of priors
Zhu, HY
Rohwer, R
NEURAL COMPUTING & APPLICATIONS, 1996, 4 (03): : 130 - 142
[25] Bayesian analysis of the amended Davidson model for paired comparison using noninformative and informative priors
Altaf, Saima
Aslam, Muhammad
Aslam, Muhammad
STATISTICS, 2013, 47 (05) : 1090 - 1103
[26] BAYESIAN LINEAR REGRESSION WITH SPARSE PRIORS
Castillo, Ismael
Schmidt-Hieber, Johannes
Van der Vaart, Aad
ANNALS OF STATISTICS, 2015, 43 (05): : 1986 - 2018
[27] Bayesian informative priors with Yang and Land’s hierarchical age–period–cohort model
Andrew Bell
Kelvyn Jones
Quality & Quantity, 2015, 49 : 255 - 266
[28] Shrinkage priors for Bayesian prediction
Komaki, Fumiyasu
ANNALS OF STATISTICS, 2006, 34 (02): : 808 - 819
[29] A note on the convergence rate of MCMC for robust Bayesian multivariate linear regression with proper priors
Backlund, Grant
Hobert, James P.
COMPUTATIONAL AND MATHEMATICAL METHODS, 2020, 2 (03)
[30] Integrating Informative Priors from Experimental Research with Bayesian Methods An Example from Radiation Epidemiology
Hamra, Ghassan
Richardson, David
MacLehose, Richard
Wing, Steve
EPIDEMIOLOGY, 2013, 24 (01) : 90 - 95

← 1 2 3 4 5 →