Results 81 to 90 of about 47,862 (173)
Prior distributions for variance parameters in hierarchical models [PDF]
Various noninformative prior distributions have been suggested for scale parameters in hierarchical models. We construct a new folded-noncentral- t family of conditionally conjugate priors for hierarchical standard deviation parameters, and then consider
Gelman, Andrew
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Reference Priors For Non-Normal Two-Sample Problems [PDF]
The reference prior algorithm (Berger and Bernardo, 1992) is applied to locationscale models with any regular sampling density. A number of two-sample problems is analyzed in this general context, extending the dierence, ratio and product of Normal means
Steel, M.F.J., Fernández, C.
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Nonsubjective priors via predictive relative entropy regret [PDF]
We explore the construction of nonsubjective prior distributions in Bayesian statistics via a posterior predictive relative entropy regret criterion. We carry out a minimax analysis based on a derived asymptotic predictive loss function and show that ...
Sweeting, TJ, Datta, GS, Ghosh, M
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Default Priors for Neural Network Classification
Feedforward neural networks are a popular tool for classification, offering a method for fully flexible modeling. This paper looks at the underlying probability model, so as to understand statistically what is going on in order to facilitate an ...
Herbert K. H. Lee
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Bayes factors for a test about the drift of the Brownian motion under noninformative priors
Brownian motions are useful in modeling many stochastic phenomena. We address the problem of default testing for the sign of the drift, if any, in the mean of the process using the Bayesian approach.
Sivaganesan, S., Lingham, Rama T.
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Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences? [PDF]
I generate priors for a VAR from four competing models of economic fluctuations: a standard RBC model, Fisher’s (2006) investment-specific technology shocks model, an RBC model with capital adjustment costs and habit formation, and a sticky price model ...
Ghent, Andra
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Noninformative priors for product of exponential means
Sang Gil Kang, Dal Ho Kim, Woo Dong Lee
openaire +2 more sources
Agreeable Bets with Multiple Priors [PDF]
This paper considers a two agent model of trade with multiple priors. First, we characterize the existence of an agreeable bet on some event in terms of the set of priors.
Atsushi Kajii, Takashi Ui
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A Bayesian Re-analysis of the GALFLU Trial of High-Dose vs Standard-Dose Influenza Vaccine Against Hospitalization Outcomes. [PDF]
Pardo-Seco J +23 more
europepmc +1 more source
Benchmark priors for Bayesian models averaging [PDF]
In contrast to a posterior analysis given a particular sampling model, posterior model probabilities in the context of model uncertainty are typically rather sensitive to the specification of the prior.
Carmen Fernandez, E Ley, Mark F J Steel
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