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Reference Posterior Distributions for Bayesian Inference
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Summary: A procedure is proposed to derive reference posterior distributions which approximately describe the inferential content of the data without incorporating any other information. More explicitly, operational priors, derived from information-theoretical considerations, are used to obtain reference posteriors which may be expected to approximate the posteriors which would have been obtained with the use of proper priors describing vague initial states of knowledge. The results obtained unify and generalize some previous work and seem to overcome criticisms to which this has been subject.
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Cited by
Gelman, A. (2006) · Bayesian Analysis · doi:10.1214/06-ba117a · Cited by 4,050
“In this paper, we follow the approach of Bernardo (1979) and consider so-called noninformative priors as “reference models” to be used as a standard of comparison or starting point in place of the proper, informative prior distributions that would be appropriate for a full Bayesian analysis (see also Kass and Wasserma…”
MethodAleatoric and epistemic uncertainty in machine learning: an introduction to concepts and methods
Hüllermeier, E., & Waegeman, W. (2021) · Machine Learning · doi:10.1007/s10994-021-05946-3 · Cited by 1,834
“See work on “non-informative” priors, however (Jeffreys, 1946; Bernardo, 1979). dominated probability distributions: P ..= { P ∈ P”
BackgroundPenalising Model Component Complexity: A Principled, Practical Approach to Constructing Priors
Simpson, D., Rue, H., Riebler, A., Martins, T. G., & Sørbye, S. H. (2017) · Statistical Science · doi:10.1214/16-sts576 · Cited by 1,085
Fisher information and stochastic complexity
Rissanen, J. J. (1996) · IEEE Transactions on Information Theory · doi:10.1109/18.481776 · Cited by 814
Dealing with uncertainty in model updating for damage assessment: a review
Simoen, E., De Roeck, G., & Lombaert, G. (2015) · Mechanical Systems and Signal Processing · doi:10.1016/j.ymssp.2014.11.001 · Cited by 540
Metadata
- Authors
- Bernardo, J. M.
- Venue
- Journal of the Royal Statistical Society Series B: Statistical Methodology
- Publisher
- Oxford University Press (OUP)
- Published
- 1979-01-01
- Volume
- 41
- Issue
- 2
- Pages
- 113-128
- ISSN
- 1369-7412 (ISSN-L)
- 1467-9868
- OpenAlex
- W69468016
- Cited by
- 1,095
- References
- 4
- FWCI
- 7.60
- Type
- journal article
- Language
- en
- Open access
- bronze
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