A limit result for the prior predictive applied to checking for prior-data conflict

被引：21

作者：

Evans, Michael ^{[1
]}

Jang, Gun Ho ^{[2
]}

机构：

[1] Univ Toronto, Dept Stat, Toronto, ON M5S 1A1, Canada

[2] Univ Penn, Dept Biostat & Epidemiol, Philadelphia, PA 19104 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 08期

关键词：

Minimal sufficiency; Prior predictive; Convergence; Prior-data conflict; MODELS;

D O I：

10.1016/j.spl.2011.02.025

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：

We consider checking for prior-data conflict in a Bayesian analysis via a tail probability based on the prior predictive distribution. We establish the appropriateness of this measure in the sense that the limiting value of the tail probability measures the extent to which the true value of the parameter is a surprising value from the prior. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1034 / 1038

页数：5

共 47 条

[1] Checking for Prior-Data Conflict
Evans, Michael
Moshonov, Hadas
[J]. BAYESIAN ANALYSIS, 2006, 1 (04): : 893 - 914
[2] Using Prior Expansions for Prior-Data Conflict Checking
Nott, David J.
Seah, Max
Al-Labadi, Luai
Evans, Michael
Ng, Hui Khoon
Englert, Berthold-Georg
[J]. BAYESIAN ANALYSIS, 2021, 16 (01): : 203 - 231
[3] Checking for Prior-Data Conflict Using Prior-to-Posterior Divergences
Nott, David J.
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Evans, Michael
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[4] On Prior-Data Conflict in Predictive Bernoulli Inferences
Walter, Gero
Augustin, Thomas
Coolen, Frank P. A.
[J]. ISIPTA '11 - PROCEEDINGS OF THE SEVENTH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS, 2011, : 391 - 400
[5] Checking for model failure and for prior-data conflict with the constrained multinomial model
Berthold-Georg Englert
Michael Evans
Gun Ho Jang
Hui Khoon Ng
David Nott
Yi-Lin Seah
[J]. Metrika, 2021, 84 : 1141 - 1168
[6] Checking for model failure and for prior-data conflict with the constrained multinomial model
Englert, Berthold-Georg
Evans, Michael
Jang, Gun Ho
Ng, Hui Khoon
Nott, David
Seah, Yi-Lin
[J]. METRIKA, 2021, 84 (08) : 1141 - 1168
[7] Weakly informative priors and prior-data conflict checking for likelihood-free inference
Chakraborty, Atlanta
Nott, David J.
Evans, Michael
[J]. STATISTICS AND ITS INTERFACE, 2023, 16 (03) : 445 - 457
[8] Imprecision and Prior-data Conflict in Generalized Bayesian Inference
Walter, Gero
Augustin, Thomas
[J]. JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2009, 3 (01) : 255 - 271
[9] System Reliability Estimation under Prior-Data Conflict
Walter, Gero
Coolen, Frank P. A.
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[J]. PROCEEDINGS OF THE 9TH INTERNATIONAL SYMPOSIUM ON IMPRECISE PROBABILITY: THEORIES AND APPLICATIONS (ISIPTA '15), 2015, : 350 - 350
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Walter, Gero
Coolen, Frank P. A.
[J]. INFORMATION PROCESSING AND MANAGEMENT OF UNCERTAINTY IN KNOWLEDGE-BASED SYSTEMS, IPMU 2016, PT I, 2016, 610 : 153 - 164

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