메뉴 건너뛰기




Volumn 169, Issue 1, 2006, Pages 37-48

Re-examining informative prior elicitation through the lens of Markov chain Monte Carlo methods

Author keywords

Bayesian inference; Kullback Leibler divergence; Markov chain Monte Carlo methods; Non conjugate priors; Pentagonal distribution

Indexed keywords


EID: 33645061773     PISSN: 09641998     EISSN: 1467985X     Source Type: Journal    
DOI: 10.1111/j.1467-985X.2005.00381.x     Document Type: Article
Times cited : (21)

References (33)
  • 2
    • 0442325011 scopus 로고    scopus 로고
    • Bayesian analysis: A look at today and thoughts of tomorrow
    • Berger, J. O. (2000) Bayesian analysis: a look at today and thoughts of tomorrow. J. Am. Statist. Ass., 95, 1269-1276.
    • (2000) J. Am. Statist. Ass. , vol.95 , pp. 1269-1276
    • Berger, J.O.1
  • 3
    • 0000727821 scopus 로고
    • Predicting working memory failure: A subjective Bayesian approach to model selection
    • Carlin, B. P., Kass, R. E., Lerch, F. J. and Huguenard, B. R. (1992) Predicting working memory failure: a subjective Bayesian approach to model selection. J. Am. Statist. Ass., 87, 319-327.
    • (1992) J. Am. Statist. Ass. , vol.87 , pp. 319-327
    • Carlin, B.P.1    Kass, R.E.2    Lerch, F.J.3    Huguenard, B.R.4
  • 4
    • 0002841516 scopus 로고    scopus 로고
    • Elicitation of prior distributions
    • (eds D. A. Berry and D. K. Stangl). New York: Dekker
    • Chaloner, K. (1996) Elicitation of prior distributions. In Bayesian Biostatistics (eds D. A. Berry and D. K. Stangl), pp. 141-156. New York: Dekker.
    • (1996) Bayesian Biostatistics , pp. 141-156
    • Chaloner, K.1
  • 5
    • 0000387858 scopus 로고
    • Assessment of a beta prior distribution: PM elicitation
    • Chaloner, K. M. and Duncan, G. T. (1983) Assessment of a beta prior distribution: PM elicitation. Statistician, 32, 174-180.
    • (1983) Statistician , vol.32 , pp. 174-180
    • Chaloner, K.M.1    Duncan, G.T.2
  • 6
    • 0000161076 scopus 로고
    • Approximating priors by mixtures of natural conjugate priors
    • Dalal, S. R. and Hall, W. J. (1983) Approximating priors by mixtures of natural conjugate priors. J. R. Statist. Soc. B, 45, 278-286.
    • (1983) J. R. Statist. Soc. B , vol.45 , pp. 278-286
    • Dalal, S.R.1    Hall, W.J.2
  • 7
    • 0001501154 scopus 로고
    • Quantifying prior opinion
    • (eds J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith). Amsterdam: North-Holland
    • Diaconis, P. and Ylvisaker, D. (1985) Quantifying prior opinion. In Bayesian Statistics 2 (eds J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith), pp. 133-156. Amsterdam: North-Holland.
    • (1985) Bayesian Statistics , vol.2 , pp. 133-156
    • Diaconis, P.1    Ylvisaker, D.2
  • 8
    • 0000881416 scopus 로고
    • Direct subjective-probability modelling using ellipsoidal distributions
    • (eds J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith). Amsterdam: North-Holland
    • Dickey, J. M. and Chen, C.-H. (1985) Direct subjective-probability modelling using ellipsoidal distributions. In Bayesian Statistics 2 (eds J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith), pp. 157-182. Amsterdam: North-Holland.
    • (1985) Bayesian Statistics , vol.2 , pp. 157-182
    • Dickey, J.M.1    Chen, C.-H.2
  • 9
    • 5144233786 scopus 로고    scopus 로고
    • Generalized trapezoidal distributions
    • van Dorp, J. R. and Kotz, S. (2003) Generalized trapezoidal distributions. Metrika, 58, 85-97.
    • (2003) Metrika , vol.58 , pp. 85-97
    • Dorp, J.R.1    Kotz, S.2
  • 10
    • 0000755078 scopus 로고
    • Quantifying expert opinion in linear regression problems
    • Garthwaite, P. H. and Dickey, J. M. (1988) Quantifying expert opinion in linear regression problems. J. R. Statist. Soc. B, 50, 462-474.
    • (1988) J. R. Statist. Soc. B , vol.50 , pp. 462-474
    • Garthwaite, P.H.1    Dickey, J.M.2
  • 11
    • 84872487887 scopus 로고
    • Modeling expert opinion arising as a partial probabilistic specification
    • Gelfand, A. E., Mallick, B. K. and Dey, D. K. (1995) Modeling expert opinion arising as a partial probabilistic specification. J. Am. Statist. Ass., 90, 598-604.
    • (1995) J. Am. Statist. Ass. , vol.90 , pp. 598-604
    • Gelfand, A.E.1    Mallick, B.K.2    Dey, D.K.3
  • 12
    • 84950631713 scopus 로고
    • Cognitive processes and the assessment of subjective probability distributions
    • Hogarth, R. M. (1975) Cognitive processes and the assessment of subjective probability distributions. J. Am. Statist. Ass., 70, 271-289.
    • (1975) J. Am. Statist. Ass. , vol.70 , pp. 271-289
    • Hogarth, R.M.1
  • 16
    • 0030327756 scopus 로고    scopus 로고
    • The selection of prior distributions by formal rules
    • Kass, R. E. and Wasserman, L. (1996) The selection of prior distributions by formal rules. J. Am. Statist. Ass., 91, 1343-1370.
    • (1996) J. Am. Statist. Ass. , vol.91 , pp. 1343-1370
    • Kass, R.E.1    Wasserman, L.2
  • 20
    • 0008535379 scopus 로고
    • Information and the likelihood function in exponential families
    • McCulloch, R. E. (1988) Information and the likelihood function in exponential families. Am. Statistn, 42, 73-75.
    • (1988) Am. Statistn , vol.42 , pp. 73-75
    • McCulloch, R.E.1
  • 21
    • 0346856880 scopus 로고    scopus 로고
    • Eliciting expert beliefs in substantial practical applications
    • O'Hagan, A. (1998) Eliciting expert beliefs in substantial practical applications. Statistician, 47, 21-35.
    • (1998) Statistician , vol.47 , pp. 21-35
    • O'Hagan, A.1
  • 22
    • 0039769920 scopus 로고
    • Subjective modelling and Bayes linear estimation in the UK water industry
    • O'Hagan, A., Glennie, E. B. and Beardsall, R. E. (1992) Subjective modelling and Bayes linear estimation in the UK water industry. Appl. Statist., 41, 563-577.
    • (1992) Appl. Statist. , vol.41 , pp. 563-577
    • O'Hagan, A.1    Glennie, E.B.2    Beardsall, R.E.3
  • 23
    • 0013947928 scopus 로고
    • Conservatism in a simple probability inference task
    • Phillips, L. D. and Edwards, W. (1966) Conservatism in a simple probability inference task. J. Exptl Psychol., 72, 346-354.
    • (1966) J. Exptl Psychol. , vol.72 , pp. 346-354
    • Phillips, L.D.1    Edwards, W.2
  • 25
    • 84950658032 scopus 로고
    • Elicitation of personal probabilities and expectations
    • Savage, L. J. (1971) Elicitation of personal probabilities and expectations. J. Am. Statist. Ass., 66, 783-801.
    • (1971) J. Am. Statist. Ass. , vol.66 , pp. 783-801
    • Savage, L.J.1
  • 27
    • 33645050555 scopus 로고
    • Ranking procedures and subjective probability distributions
    • Smith, L. H. (1967) Ranking procedures and subjective probability distributions. Mangmnt Sci. B, 14, 236-249.
    • (1967) Mangmnt Sci. B , vol.14 , pp. 236-249
    • Smith, L.H.1
  • 28
    • 84950959794 scopus 로고
    • Capturing the intangible concept of information
    • Soofi, E. S. (1994) Capturing the intangible concept of information. J. Am. Statist. Ass., 89, 1243-1254.
    • (1994) J. Am. Statist. Ass. , vol.89 , pp. 1243-1254
    • Soofi, E.S.1
  • 29
    • 33645051612 scopus 로고
    • The effect of learning on the assessment of subjective probability distributions
    • Staël von Holstein, C.-A. S. (1971) The effect of learning on the assessment of subjective probability distributions. Organznl Behav. Hum. Perform., 6, 304-315.
    • (1971) Organznl Behav. Hum. Perform. , vol.6 , pp. 304-315
    • Staël Von Holstein, C.-A.S.1
  • 30
    • 0002229735 scopus 로고
    • Encoding subjective probabilities: A psychological and psychometric review
    • Wallsten, T. S. and Budescu, D. V. (1983) Encoding subjective probabilities: a psychological and psychometric review. Mangmnt Sci., 29, 151-173.
    • (1983) Mangmnt Sci. , vol.29 , pp. 151-173
    • Wallsten, T.S.1    Budescu, D.V.2
  • 31
    • 84947355523 scopus 로고
    • The assessment of prior distributions in Bayesian analysis
    • Winkler, R. L. (1967) The assessment of prior distributions in Bayesian analysis. J. Am. Statist. Ass., 67, 776-800.
    • (1967) J. Am. Statist. Ass. , vol.67 , pp. 776-800
    • Winkler, R.L.1
  • 32
    • 0036003715 scopus 로고    scopus 로고
    • The role of informative priors in zero-numerator problems: Being conservative versus being candid
    • Winkler, R. L., Smith, J. E. and Fryback, D. G. (2002) The role of informative priors in zero-numerator problems: being conservative versus being candid. Am. Statistn, 56, 1-4.
    • (2002) Am. Statistn , vol.56 , pp. 1-4
    • Winkler, R.L.1    Smith, J.E.2    Fryback, D.G.3
  • 33
    • 0344491261 scopus 로고
    • Adaptive forecasting models based on predictive distributions
    • Winkler, R. L., Smith, W. S. and Kulkarni, R. B. (1978) Adaptive forecasting models based on predictive distributions. Mangmnt Sci., 24, 977-986.
    • (1978) Mangmnt Sci. , vol.24 , pp. 977-986
    • Winkler, R.L.1    Smith, W.S.2    Kulkarni, R.B.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.