منابع مشابه
Learning Approximately Objective Priors
Informative Bayesian priors are often difficult to elicit, and when this is the case, modelers usually turn to noninformative or objective priors. However, objective priors such as the Jeffreys and reference priors are not tractable to derive for many models of interest. We address this issue by proposing techniques for learning reference prior approximations: we select a parametric family and ...
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Study of the bivariate normal distribution raises the full range of issues involving objective Bayesian inference, including the different types of objective priors (e.g., Jeffreys, invariant, reference, matching), the different modes of inference (e.g., Bayesian, frequentist, fiducial) and the criteria involved in deciding on optimal objective priors (e.g., ease of computation, frequentist per...
متن کاملDutch Book against some ‘Objective’ Priors
‘Dutch book’ and ‘strong inconsistency’ are generally equivalent: there is a system of bets that makes money for the gambler, whatever the state of nature may be. As de Finetti showed, an odds-maker who is not a Bayesian is subject to a dutch book, under certain highly stylized rules of play – a fact often used as an argument against frequentists. However, so-called ‘objective’ or ‘uninformativ...
متن کاملObjective Priors for Discrete Parameter Spaces
The development of objective prior distributions for discrete parameter spaces is considered. Formal approaches to such development – such as the reference prior approach – often result in a constant prior for a discrete parameter, which is questionable for problems that exhibit certain types of structure. To take advantage of structure, this article proposes embedding the original problem in a...
متن کاملJe reys Priors versus Experienced Physicist Priors Arguments against Objective Bayesian Theory
I review the problem of the choice of the priors from the point of view of a physicist interested in measuring a physical quantity and I try to show that the reference priors often recommended for the purpose Je reys priors do not t to the problem Although it may seem sur prising it is easier for an experienced physicist to accept subjective priors or even purely subjective elicitation of proba...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2015
ISSN: 1936-0975
DOI: 10.1214/14-ba915