Bayes factors with (overly) informative priors
Statistics Theory
2019-07-09 v2 Methodology
Statistics Theory
Abstract
Priors in which a large number of parameters are specified to be independent are dangerous; they make it hard to learn from data. I present a couple of examples from the literature and work through a bit of large sample theory to show what happens.
Keywords
Cite
@article{arxiv.1907.02473,
title = {Bayes factors with (overly) informative priors},
author = {Richard A Lockhart},
journal= {arXiv preprint arXiv:1907.02473},
year = {2019}
}
Comments
1 Figure