arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1904.04484stat.ME
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贝叶斯分析的荟萃分析

Meta-analysis of Bayesian analyses

Paul Blomstedt, Diego Mesquita, Omar Rivasplata, Jarno Lintusaari, Tuomas Sivula, Jukka Corander, Samuel Kaski

AI总结:

本文提出一个框架,将多个相关贝叶斯研究的后验分布组合进行荟萃分析,能重用预计算后验、事后更新局部后验以共享统计强度,并适用于无似然贝叶斯分析。

摘要:

荟萃分析旨在通过对多个相关统计分析进行联合分析来推广其结果。尽管贝叶斯研究的自然结果是后验分布,但传统的贝叶斯荟萃分析通过组合从数据中计算的汇总统计量(即点值估计)来进行。本文开发了一个框架,将来自多个相关贝叶斯研究的后验分布组合到荟萃分析中。重要的是,该方法能够重用计算成本高昂的分析中预先计算的后验,而无需每个研究的实现细节。除了提供跨研究的共识外,该方法还能事后更新局部后验,从而通过在研究之间共享统计强度来优化它们,而无需重新运行原始分析。我们通过组合无似然贝叶斯分析的结果来说明该框架的广泛适用性,这在使用标准方法时是难以实现的。

英文摘要:

Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by combining summary statistics (i.e., point-valued estimates) computed from data. In this paper, we develop a framework for combining posterior distributions from multiple related Bayesian studies into a meta-analysis. Importantly, the method is capable of reusing pre-computed posteriors from computationally costly analyses, without needing the implementation details from each study. Besides providing a consensus across studies, the method enables updating the local posteriors post-hoc and therefore refining them by sharing statistical strength between the studies, without rerunning the original analyses. We illustrate the wide applicability of the framework by combining results from likelihood-free Bayesian analyses, which would be difficult to carry out using standard methodology.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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