关于选择无信息先验的思考
Reflecting about Selecting Noninformative Priors
摘要:
在对Escheran et al.(2012)的批判性评论之后,我们反思了贝叶斯统计中最重要的方面,即先验密度的选择。在某些情况下,贝叶斯推断在大范围的无信息先验分布下保持相当稳定。然而,正如\citet{Hd}所讨论的那样,选择无信息先验也可能产生意想不到的后果,这些作者认为贝叶斯研究忽略了这个问题。由于他们的论证基于四个例子,我们重新评估这些例子和他们的贝叶斯处理通过不同的先验选择。我们的结论是降低对先验影响的担忧程度,表现出后验分布的总体稳定性。因此,我们认为,虽然值得称赞,但Dahan et al.(2012)的警告并没有危及大多数非信息性先验的使用。
英文摘要:
Following the critical review of Seaman et al. (2012), we reflect on what is presumably the most essential aspect of Bayesian statistics, namely the selection of a prior density. In some cases, Bayesian inference remains fairly stable under a large range of noninformative prior distributions. However, as discussed by \citet{Hd}, there may also be unintended consequences of a choice of a noninformative prior and, these authors consider this problem ignored in Bayesian studies. As they based their argumentation on four examples, we reassess these examples and their Bayesian processing via different prior choices. Our conclusion is to lower the degree of worry about the impact of the prior, exhibiting an overall stability of the posterior distributions. We thus consider that the warnings of Seaman et al. (2012), while commendable, do not jeopardize the use of most noninformative priors.
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