Bayesian inference under partial prior information

被引：6

作者：

Moreno, E ^{[1
]}

Bertolino, F

Racugno, W

机构：

[1] Univ Granada, Dept Stat, E-18071 Granada, Spain

[2] Univ Cagliari, I-09124 Cagliari, Italy

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2003年 / 30卷 / 03期

关键词：

Bayesian robustness; generalized moments class; intrinsic priors; prior elicitation; quantiles; unimodality;

D O I：

10.1111/1467-9469.00349

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：

Partial prior information on the marginal distribution of an observable random variable is considered. When this information is incorporated into the statistical analysis of an assumed parametric model, the posterior inference is typically non-robust so that no inferential conclusion is obtained. To overcome this difficulty a method based on the standard default prior associated to the model and an intrinsic procedure is proposed. Posterior robustness of the resulting inferences is analysed and some illustrative examples are provided.

引用

页码：565 / 580

页数：16

共 50 条

[1] Bayesian inference for measurements of ionizing radiation under partial information
Bodnar, Olha
Behrens, Rolf
Elster, Clemens
[J]. METROLOGIA, 2017, 54 (03) : 529 - 533
[2] Bayesian Inference in Auditing with Partial Prior Information Using Maximum Entropy Priors
Martel-Escobar, Maria
Vazquez-Polo, Francisco-Jose
Hernandez-Bastida, Agustin
[J]. ENTROPY, 2018, 20 (12):
[3] COMPARISON OF DIFFERENT CHOICES FOR A PRIOR UNDER PARTIAL INFORMATION IN A BAYESIAN ANALYSIS
Bodnar, O.
Wuebbeler, G.
Elster, C.
[J]. ADVANCED MATHEMATICAL AND COMPUTATIONAL TOOLS IN METROLOGY AND TESTING IX, 2012, 84 : 51 - 57
[4] STATISTICAL-INFERENCE WITH PARTIAL PRIOR INFORMATION
POTTER, JM
ANDERSON, BDO
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1983, 29 (05) : 688 - 695
[5] Using prior information in Bayesian inference with application to fault diagnosis
Pernestal, Anna
Nyberg, Mattias
[J]. BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, 2007, 954 : 418 - +
[6] Inference of epigenetic subnetworks by Bayesian regression with the incorporation of prior information
Anqi Jing
Jie Han
[J]. Scientific Reports, 12
[7] Inference of epigenetic subnetworks by Bayesian regression with the incorporation of prior information
Jing, Anqi
Han, Jie
[J]. SCIENTIFIC REPORTS, 2022, 12 (01)
[8] A note on the Dirichlet process prior in Bayesian nonparametric inference with partial exchangeability
Petrone, S
Raftery, AE
[J]. STATISTICS & PROBABILITY LETTERS, 1997, 36 (01) : 69 - 83
[9] SINGLE-PARAMETER INFERENCE BASED ON PARTIAL PRIOR INFORMATION
LAMBERT, D
DUNCAN, GT
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1986, 14 (04): : 297 - 305
[10] Structural Prediction of Dynamic Bayesian Network With Partial Prior Information
Maiti, Aniruddha
Reddy, Ramakanth
Mukherjee, Anirban
[J]. IEEE TRANSACTIONS ON NANOBIOSCIENCE, 2015, 14 (01) : 95 - 103

← 1 2 3 4 5 →