The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Online Program Home
Abstract Details
Activity Number:
|
81
|
Type:
|
Contributed
|
Date/Time:
|
Sunday, July 29, 2012 : 4:00 PM to 5:50 PM
|
Sponsor:
|
Section on Bayesian Statistical Science
|
Abstract - #306790 |
Title:
|
Reference Posteriors from a Mixture of Reference Priors
|
Author(s):
|
Michael Sonksen*+
|
Companies:
|
University of New Mexico
|
Address:
|
6412 Dante Lane NW, Albuquerqeu, NM, 87114, United States
|
Keywords:
|
noninformative prior ;
nonparametric Bayes ;
Dirichlet process ;
model averaging
|
Abstract:
|
In multi-parameter settings, the reference prior for a given likelihood is not uniquely defined. Instead, the reference prior algorithm of Berger and Bernardo (1992) produces different reference priors depending on an ordering and grouping of the model parameters. In some instances, an explicit formula for all possible reference priors can be found. We define a reference posterior using a mixture of all possible reference priors. We utilize the Dirichlet process to define the prior distribution for the grouping and ordering of the parameters. The discrete nature of Dirichlet process priors makes it an ideal mixing distribution. Examination of the posterior probabilities for the various models provides insight into the viability of specific orderings and groupings. We illustrate this methodology and consider the associated computational issues with a multinomial model and a constrained Poisson rate model.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2012 program
|
2012 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.