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Power priors are used for incorporating historical data in Bayesian analyses by taking the likelihood of the historical data raised to the power $\alpha$ as the prior distribution for the model parameters. The power parameter $\alpha$ is…

Methodology · Statistics 2023-06-27 Samuel Pawel , Frederik Aust , Leonhard Held , Eric-Jan Wagenmakers

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 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 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 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

We propose a score-based generative algorithm for sampling from power-scaled priors and likelihoods within the Bayesian inference framework. Our algorithm enables flexible control over prior-likelihood influence without requiring retraining…

Machine Learning · Computer Science 2026-04-03 Huseyin Tuna Erdinc , Yunlin Zeng , Abhinav Prakash Gahlot , Felix J. Herrmann

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

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

The power-expected-posterior (PEP) prior provides an objective, automatic, consistent and parsimonious model selection procedure. At the same time it resolves the conceptual and computational problems due to the use of imaginary data.…

Methodology · Statistics 2017-10-02 Dimitris Fouskakis , Ioannis Ntzoufras , Konstantinos Perrakis

The statistical evidence (or marginal likelihood) is a key quantity in Bayesian statistics, allowing one to assess the probability of the data given the model under investigation. This paper focuses on refining the power posterior approach…

Computation · Statistics 2013-06-14 Nial Friel , Merrilee Hurn , Jason Wyse

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…

Computation · Statistics 2014-12-02 Dimitris Fouskakis , Ioannis Ntzoufras

The advent of Generative Artificial Intelligence (GAI) has heralded an inflection point that changed how society thinks about knowledge acquisition. While GAI cannot be fully trusted for decision-making, it may still provide valuable…

Methodology · Statistics 2025-05-20 Sean O'Hagan , Veronika Ročková

The R package BayesPPD (Bayesian Power Prior Design) supports Bayesian power and type I error calculation and model fitting after incorporating historical data with the power prior and the normalized power prior for generalized linear…

Applications · Statistics 2021-12-30 Yueqi Shen , Matthew A. Psioda , Joseph G. Ibrahim

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

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an important part of the Bayesian workflow. We introduce a practical and computationally efficient sensitivity analysis approach using importance…

Methodology · Statistics 2024-01-05 Noa Kallioinen , Topi Paananen , Paul-Christian Bürkner , Aki Vehtari

The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of…

Methodology · Statistics 2019-11-22 Dimitris Fouskakis , Ioannis Ntzoufras , Konstantinos Perrakis

In Bayesian theory, the role of information is central. The influence exerted by prior information on posterior outcomes often jeopardizes Bayesian studies, due to the potentially subjective nature of the prior choice. In modeling where a…

Statistics Theory · Mathematics 2024-04-26 Antoine Van Biesbroeck

Use of historical control data to augment a small internal control arm in a randomized control trial (RCT) can lead to significant improvement of the efficiency of the trial. It introduces the risk of potential bias, since the historical…

Methodology · Statistics 2022-10-05 Jixian Wang , Hongtao Zhang , Ram Tiwari
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