Related papers: Normalized Power Prior Bayesian Analysis
The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…
To answer the call of introducing more Bayesian techniques to organizational research (e.g., Kruschke, Aguinis, & Joo, 2012; Zyphur & Oswald, 2013), we propose a Bayesian approach for meta-analysis with power prior in this article. The…
Borrowing external data can improve estimation efficiency but may introduce bias when populations differ in covariate distributions or outcome variability. A proper balance needs to be maintained between the two datasets to justify the…
Randomized controlled clinical trials provide the gold standard for evidence generation in relation to the efficacy of a new treatment in medical research. Relevant information from previous studies may be desirable to incorporate in the…
Bayesian likelihood-free inference, which is used to perform Bayesian inference when the likelihood is intractable, enjoys an increasing number of important scientific applications. However, many aspects of a Bayesian analysis become more…
There is a large body of evidence that decision makers frequently depart from Bayesian updating. This paper introduces a model, robust maximum likelihood (RML) updating, where deviations from Bayesian updating are due to multiple…
Randomized controlled trials are the gold standard for causal inference and play a pivotal role in modern evidence-based medicine. However, the sample sizes they use are often too limited to draw significant causal conclusions for subgroups…
The usual procedure for estimating the significance of a peak in a power spectrum is to calculate the probability of obtaining that value or a larger value by chance (known as the "p-value"), on the assumption that the time series contains…
Bayesian inference provides a flexible way of combining data with prior information. However, quantile regression is not equipped with a parametric likelihood, and therefore, Bayesian inference for quantile regression demands careful…
Priors in Bayesian analyses often encode informative domain knowledge that can be useful in making the inference process more efficient. Occasionally, however, priors may be unrepresentative of the parameter values for a given dataset,…
One of the main approaches used to construct prior distributions for objective Bayes methods is the concept of random imaginary observations. Under this setup, the expected-posterior prior (EPP) offers several advantages, among which it has…
Bayesian inference with empirical likelihood faces a challenge as the posterior domain is a proper subset of the original parameter space due to the convex hull constraint. We propose a regularized exponentially tilted empirical likelihood…
Incorporating historical information into the design and analysis of a new clinical trial has been the subject of much recent discussion. For example, in the context of clinical trials of antibiotics for drug resistant infections, where…
Noninformative uniform priors are staples of Bayesian inference, especially in Bayesian machine learning. This study challenges the assumption that they are optimal and their use in Bayesian inference yields optimal outcomes. Instead of…
The prior distribution for the unknown model parameters plays a crucial role in the process of statistical inference based on Bayesian methods. However, specifying suitable priors is often difficult even when detailed prior knowledge is…
It is becoming increasingly popular to elicit informative priors on the basis of historical data. Popular existing priors, including the power prior, commensurate prior, and robust meta-analytic prior provide blanket discounting. Thus, if…
When using complex Bayesian models to combine information, the checking for consistency of the information being combined is good statistical practice. Here a new method is developed for detecting prior-data conflicts in Bayesian models…
Power posteriors "robustify" standard Bayesian inference by raising the likelihood to a constant fractional power, effectively downweighting its influence in the calculation of the posterior. Power posteriors have been shown to be more…
Expected-posterior priors (EPP) have been proved to be extremely useful for testing hypothesis on the regression coefficients of normal linear models. One of the advantages of using EPPs is that impropriety of baseline priors causes no…
Generalized Bayes posterior distributions are formed by putting a fractional power on the likelihood before combining with the prior via Bayes's formula. This fractional power, which is often viewed as a remedy for potential model…