Posterior propriety of an objective prior for generalized hierarchical normal linear models
نویسندگان
چکیده
منابع مشابه
Posterior Propriety and Admissibility of Hyperpriors in Normal Hierarchical Models
Hierarchical modeling is wonderful and here to stay, but hyperparameter priors are often chosen in a casual fashion. Unfortunately, as the number of hyperparameters grows, the effects of casual choices can multiply, leading to considerably inferior performance. As an extreme, but not uncommon, example use of the wrong hyperparameter priors can even lead to impropriety of the posterior. For exch...
متن کاملPosterior Propriety and Admissibility of Hyperpriors in Normal Hierarchical Models1 by James O. Berger,
Hierarchical modeling is wonderful and here to stay, but hyperparameter priors are often chosen in a casual fashion. Unfortunately, as the number of hyperparameters grows, the effects of casual choices can multiply, leading to considerably inferior performance. As an extreme, but not uncommon, example use of the wrong hyperparameter priors can even lead to impropriety of the posterior. For exch...
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ژورنال
عنوان ژورنال: Statistical theory and related fields
سال: 2022
ISSN: ['2475-4269', '2475-4277']
DOI: https://doi.org/10.1080/24754269.2021.1978206