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

[31] A FAST VARIATIONAL APPROACH FOR BAYESIAN COMPRESSIVE SENSING WITH INFORMATIVE PRIORS
Karseras, Evripidis
Dai, Wei
2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2014,
[32] Automatic calculation of the sensitivity of Bayesian fisheries models to informative priors
Millar, RB
Stewart, WS
CANADIAN JOURNAL OF FISHERIES AND AQUATIC SCIENCES, 2005, 62 (05) : 1028 - 1036
[33] Profiting from pilot studies: Analysing mortality using Bayesian models with informative priors
Morris, William K.
Vesk, Peter A.
McCarthy, Michael A.
BASIC AND APPLIED ECOLOGY, 2013, 14 (01) : 81 - 89
[34] Bayesian Analysis for the Paired Comparison Model with Order Effects (Using Non-informative Priors)
Gilani, Ghausia Masood
Abbas, Nasir
PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2008, 4 (02) : 83 - 91
[35] Bayesian informative priors with Yang and Land's hierarchical age-period-cohort model
Bell, Andrew
Jones, Kelvyn
QUALITY & QUANTITY, 2015, 49 (01) : 255 - 266
[36] Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors
Lee, Chul-Yong
Huh, Sung-Yoon
SUSTAINABILITY, 2017, 9 (02)
[37] A Bayesian model averaging approach with non-informative priors for cost-effectiveness analyses
Conigliani, Caterina
STATISTICS IN MEDICINE, 2010, 29 (16) : 1696 - 1709
[38] Moving beyond noninformative priors: why and how to choose weakly informative priors in Bayesian analyses
Lemoine, Nathan P.
OIKOS, 2019, 128 (07) : 912 - 928
[39] Retraction Note: Prediction model of port throughput based on game theory and multimedia Bayesian regression
Liupeng Jiang
Jiaojiao Wang
He Jiang
Xuejun Feng
Multimedia Tools and Applications, 2023, 82 : 4777 - 4777
[40] Text Retrieval Priors for Bayesian Logistic Regression
Yang, Eugene
Lewis, David D.
Frieder, Ophir
PROCEEDINGS OF THE 42ND INTERNATIONAL ACM SIGIR CONFERENCE ON RESEARCH AND DEVELOPMENT IN INFORMATION RETRIEVAL (SIGIR '19), 2019, : 1045 - 1048

← 1 2 3 4 5 →