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
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
收藏
页码:1141 / 1168
页数:28
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