Academic Journal
Avoiding prior–data conflict in regression models via mixture priors
| العنوان: | Avoiding prior–data conflict in regression models via mixture priors |
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| المؤلفون: | Egidi L., Pauli F., Torelli N. |
| المساهمون: | Egidi, L., Pauli, F., Torelli, N. |
| سنة النشر: | 2022 |
| المجموعة: | Università degli studi di Trieste: ArTS (Archivio della ricerca di Trieste) |
| مصطلحات موضوعية: | Bayesian model, generative model, mixture prior, prior–data conflict, regression |
| الوصف: | The Bayesian model consists of the prior–likelihood pair. A prior–data conflict arises whenever the prior allocates most of its mass to regions of the parameter space where the likelihood is relatively low. Once a prior–data conflict is diagnosed, what to do next is a hard question to answer. We propose an automatic prior elicitation that involves a two-component mixture of a diffuse and an informative prior distribution that favours the first component if a conflict emerges. Using various examples, we show that these mixture priors can be useful in regression models as a device for regularizing the estimates and retrieving useful inferential conclusions. |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | ELETTRONICO |
| اللغة: | English |
| Relation: | info:eu-repo/semantics/altIdentifier/wos/WOS:000678670000001; volume:50/2022; issue:2; firstpage:491; lastpage:510; numberofpages:20; journal:CANADIAN JOURNAL OF STATISTICS; http://hdl.handle.net/11368/2993048; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85111526171 |
| DOI: | 10.1002/cjs.11637 |
| الاتاحة: | http://hdl.handle.net/11368/2993048 https://doi.org/10.1002/cjs.11637 https://onlinelibrary.wiley.com/doi/10.1002/cjs.11637 |
| Rights: | info:eu-repo/semantics/openAccess |
| رقم الانضمام: | edsbas.8B328A5F |
| قاعدة البيانات: | BASE |
| DOI: | 10.1002/cjs.11637 |
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