Approximation of improper priors
نویسندگان
چکیده
منابع مشابه
Improper Priors Are Not Improper
It is well known that improper priors in Bayesian statistics may lead to proper posterior distributions and useful inference procedures. This motivates us to give an elementary introduction to a theoretical frame for statistics that includes improper priors. Axioms that allow improper priors are given by a relaxed version of Kolmogorov’s formulation of probability theory. The theory of conditio...
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Improper priors are used frequently, but often formally and without reference to a sound theoretical basis. A consequence is the occurrence of seemingly paradoxical results. The most famous example is perhaps given by the marginalization paradoxes presented by Stone and Dawid (1972). It is demonstrated here that the seemingly paradoxical results are removed by a more careful formulation of the ...
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The marginalization paradox involves a disagreement between two Bayesians who use two different procedures for calculating a posterior in the presence of an improper prior. We show that the argument used to justify the procedure of one of the Bayesians is inapplicable. There is therefore no reason to expect agreement, no paradox, and no evidence that improper priors are inherently inconsistent....
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A \partially improper" Gaussian prior is considered for Bayesian inference in logistic regression. This includes generalized smoothing spline priors that are used for nonparametric inference about the logit, and also priors that correspond to generalized random e ect models. Necessary and su cient conditions are given for the posterior to be a proper probability measure, and bounds are given fo...
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In signal restoration by Bayesian inference, one typically uses a parametric model of the prior distribution of the signal. Here, we consider how the parameters of a prior model should be estimated from observations of uncorrupted signals. A lot of recent work has implicitly assumed that maximum likelihood estimation is the optimal estimation method. Our results imply that this is not the case....
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2016
ISSN: 1350-7265
DOI: 10.3150/15-bej708