Checking for Prior-Data Conflict Using Prior-to-Posterior Divergences
نویسندگان
چکیده
منابع مشابه
Checking for Prior-Data Conflict
Inference proceeds from ingredients chosen by the analyst and data. To validate any inferences drawn it is essential that the inputs chosen be deemed appropriate for the data. In the Bayesian context these inputs consist of both the sampling model and the prior. There are thus two possibilities for failure: the data may not have arisen from the sampling model, or the prior may place most of its...
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Priors are often speciÞed component-wise. This may entail placing independent priors on parameter components or specifying the prior in a sequential or hierarchical fashion. We consider methods for checking for the source of any prior-data conßict in the individually speciÞed components of the prior.
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P -values have been the focus of considerable criticism based on various considerations. Still the P -value represents one of the most commonly used statistical tools. When we are assessing the suitability of a single hypothesized distribution, it is not clear that there is a better choice of a measure of surprise. This paper is concerned with the definition of appropriate model-based P -values...
متن کاملChecking for Prior-Data Conßict with Hierarchically SpeciÞed Priors
Priors are often speciÞed component-wise. This may entail placing independent priors on parameter components or specifying the prior in a sequential or hierarchical fashion. We consider methods for checking for the source of any prior-data conßict in the individually speciÞed components of the prior.
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ژورنال
عنوان ژورنال: Statistical Science
سال: 2020
ISSN: 0883-4237
DOI: 10.1214/19-sts731