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objectivity in prior distributions for the multinomial model

March 17, 2016

Today, Danilo Alvares visiting from the Universitat de Valencià gave a talk at CREST about choosing a prior for the Multinomial distribution. Comparing different Dirichlet priors. In a sense this is an hopeless task, first because there is no reason to pick a particular prior unless one picks a very specific and a-Bayesian criterion to […]

priors without likelihoods are like sloths without…

September 11, 2017

“The idea of building priors that generate reasonable data may seem like an unusual idea…” Andrew, Dan, and Michael arXived a opinion piece last week entitled “The prior can generally only be understood in the context of the likelihood”. Which connects to the earlier Read Paper of Gelman and Hennig I discussed last year. I […]

Jeffreys priors for mixtures [or not]

July 25, 2017

Clara Grazian and I have just arXived [and submitted] a paper on the properties of Jeffreys priors for mixtures of distributions. (An earlier version had not been deemed of sufficient interest by Bayesian Analysis.) In this paper, we consider the formal Jeffreys prior for a mixture of Gaussian distributions and examine whether or not it […]

empirical Bayes, reference priors, entropy & EM

January 9, 2017

Klebanov and co-authors from Berlin arXived this paper a few weeks ago and it took me a quiet evening in Darjeeling to read it. It starts with the premises that led Robbins to introduce empirical Bayes in 1956 (although the paper does not appear in the references), where repeated experiments with different parameters are run. […]

Greek variations on power-expected-posterior priors

October 5, 2016

Dimitris Fouskakis, Ioannis Ntzoufras and Konstantinos Perrakis, from Athens, have just arXived a paper on power-expected-posterior priors. Just like the power prior and the expected-posterior prior, this approach aims at avoiding improper priors by the use of imaginary data, which distribution is itself the marginal against another prior. (In the papers I wrote on that […]