Checking for model failure and for prior-data conflict with the constrained multinomial model

被引：2

作者：

Englert, Berthold-Georg ^{[1
]}

Evans, Michael ^{[2
]}

Jang, Gun Ho ^{[3
]}

Ng, Hui Khoon ^{[4
]}

Nott, David ^{[5
]}

Seah, Yi-Lin ^{[6
]}

机构：

[1] Natl Univ Singapore & MajuLab, Dept Phys, Ctr Quantum Technol, Singapore, Singapore

[2] Univ Toronto, Dept Stat Sci, Toronto, ON, Canada

[3] Ontario Inst Canc Res, Toronto, ON, Canada

[4] Yale NUS Coll, Ctr Quantum Technol, MajuLab, Singapore, Singapore

[5] Natl Unvers Singapore, Dept Stat & Appl Probabil, Singapore, Singapore

[6] Ctr Quantum Technol, Singapore, Singapore

来源：

METRIKA | 2021年 / 84卷 / 08期

基金：

加拿大自然科学与工程研究理事会; 新加坡国家研究基金会;

关键词：

Model checking; Checking for prior-data conflict; Quantum state estimation; Hardy– Weinberg equilibrium; Ordered probabilities; Elicitation;

D O I：

10.1007/s00184-021-00811-8

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：

Multinomial models can be difficult to use when constraints are placed on the probabilities. An exact model checking procedure for such models is developed based on a uniform prior on the full multinomial model. For inference, a nonuniform prior can be used and a consistency theorem is proved concerning a check for prior-data conflict with the chosen prior. Applications are presented and a new elicitation methodology is developed for multinomial models with ordered probabilities.

引用

页码：1141 / 1168

页数：28

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