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The elicitation of power priors, based on the availability of historical data, is realized by raising the likelihood function of the historical data to a fractional power {\delta}, which quantifies the degree of discounting of the…

Methodology · Statistics 2022-04-13 Keying Ye , Zifei Han , Yuyan Duan , Tianyu Bai

The power prior is a class of informative priors designed to incorporate historical data alongside current data in a Bayesian framework. It includes a power parameter that controls the influence of historical data, providing flexibility and…

Machine Learning · Statistics 2025-05-23 Masanari Kimura , Howard Bondell

The ongoing replication crisis in science has increased interest in the methodology of replication studies. We propose a novel Bayesian analysis approach using power priors: The likelihood of the original study's data is raised to the power…

Methodology · Statistics 2023-09-28 Samuel Pawel , Frederik Aust , Leonhard Held , Eric-Jan Wagenmakers

The power prior is a popular class of informative priors for incorporating information from historical data. It involves raising the likelihood for the historical data to a power, which acts as discounting parameter. When the discounting…

Methodology · Statistics 2024-04-09 Yueqi Shen , Luiz M. Carvalho , Matthew A. Psioda , Joseph G. Ibrahim

The power prior and its variations have been proven to be a useful class of informative priors in Bayesian inference due to their flexibility in incorporating the historical information by raising the likelihood of the historical data to a…

Methodology · Statistics 2022-04-14 Zifei Han , Keying Ye , Min Wang

The power prior is a popular tool for constructing informative prior distributions based on historical data. The method consists of raising the likelihood to a discounting factor in order to control the amount of information borrowed from…

Applications · Statistics 2022-03-29 Luiz Max Carvalho , Joseph G. Ibrahim

The use of objective prior in Bayesian applications has become a common practice to analyze data without subjective information. Formal rules usually obtain these priors distributions, and the data provide the dominant information in the…

Statistics Theory · Mathematics 2020-05-18 Pedro L. Ramos , Francisco A. Rodrigues , Eduardo Ramos , Dipak K. Dey , Francisco Louzada

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…

Methodology · Statistics 2018-06-08 Isaac Gravestock , Leonhard Held

In Bayesian statistics, one's prior beliefs about underlying model parameters are revised with the information content of observed data from which, using Bayes' rule, a posterior belief is obtained. A non-trivial example taken from the…

High Energy Physics - Phenomenology · Physics 2007-05-23 J. Charles , A. Hocker , H. Lacker , F. R. Le Diberder , S. T'Jampens

The power prior is a popular class of informative priors for incorporating information from historical data. It involves raising the likelihood for the historical data to a power, which acts as a discounting parameter. When the discounting…

Methodology · Statistics 2025-05-26 Yueqi Shen , Matthew A. Psioda , Luiz M. Carvalho , Joseph G. Ibrahim

The integration of data and knowledge from several sources is known as data fusion. When data is only available in a distributed fashion or when different sensors are used to infer a quantity of interest, data fusion becomes essential. In…

Machine Learning · Computer Science 2023-12-11 Peng Wu , Tales Imbiriba , Victor Elvira , Pau Closas

It can be important in Bayesian analyses of complex models to construct informative prior distributions which reflect knowledge external to the data at hand. Nevertheless, how much prior information an analyst can elicit from an expert will…

Applications · Statistics 2017-11-10 Xueou Wang , David J. Nott , C. C. Drovandi , Kerrie Mengersen , Michael Evans

A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…

Methodology · Statistics 2017-11-22 Andrew Gelman , Daniel Simpson , Michael Betancourt

In the Bayesian framework power prior distributions are increasingly adopted in clinical trials and similar studies to incorporate external and past information, typically to inform the parameter associated to a treatment effect. Their use…

Methodology · Statistics 2025-08-12 Roberto Macrì Demartino , Leonardo Egidi , Nicola Torelli , Ioannis Ntzoufras

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,…

Computation · Statistics 2022-07-05 Xi Chen , Farhan Feroz , Michael Hobson

In Bayesian statistics, the choice of prior distribution is often debatable, especially if prior knowledge is limited or data are scarce. In imprecise probability, sets of priors are used to accurately model and reflect prior knowledge.…

Methodology · Statistics 2016-10-25 Gero Walter , Frank P. A. Coolen

In high-dimensional problems, choosing a prior distribution such that the corresponding posterior has desirable practical and theoretical properties can be challenging. This begs the question: can the data be used to help choose a good…

Statistics Theory · Mathematics 2019-09-25 Ryan Martin , Stephen G. Walker

In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…

Methodology · Statistics 2023-06-02 Christian Röver , Sibylle Sturtz , Jona Lilienthal , Ralf Bender , Tim Friede

Bayesian hierarchical models are frequently used in practical data analysis contexts. One interpretation of these models is that they provide an indirect way of assigning a prior for unknown parameters, through the introduction of…

Machine Learning · Statistics 2026-05-01 Brendon J. Brewer

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…

Methodology · Statistics 2020-10-09 Dimitris Fouskakis , Ioannis Ntzoufras
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