JSM 2005 - Toronto

Abstract #304855

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 460
Type: Other
Date/Time: Thursday, August 11, 2005 : 8:30 AM to 10:20 AM
Sponsor: ASA
Abstract - #304855
Title: Objective Bayesian Estimation
Author(s): James Berger*+
Companies: Duke University
Address: PO Box 90251, Durham, NC, 27708-0251,
Keywords:
Abstract:

The history of objective Bayesian analysis will be discussed starting with Bayes and Laplace through Jefferys. The benefits in utilizing the objective Bayesian approach range from ease of modeling, to ease of understanding, to computational efficiency. Examples that will be given include medical diagnosis, high-dimensional multiple comparisons, and hierarchical modeling. Some discussion of the alternative approaches to objective Bayesian estimation will be given, although the lecture will be more oriented to understanding the strengths and dangers of the methodologies. If time permits, the Bayesian/frequentist unification possible through the objective Bayesian approach will be discussed.

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Revised March 2005