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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 […]

conjugate priors and sufficient statistics

March 29, 2021

An X validated question rekindled my interest in the connection between sufficiency and conjugacy, by asking whether or not there was an equivalence between the existence of a (finite dimension) conjugate family of priors and the existence of a fixed (in n, the sample size) dimension sufficient statistic. Outside exponential families, meaning that the support […]

nested sampling: any prior anytime?!

March 26, 2021

A recent arXival by Justin Alsing and Will Handley on “nested sampling with any prior you like” caught my attention. If only because I was under the impression that some priors would not agree with nested sampling. Especially those putting positive weight on some fixed levels of the likelihood function, as well as improper priors. […]

freedom prior

December 9, 2020

Another X validated question on which I spent more time than expected. Because of the somewhat unusual parameterisation used in BDA.for the inverse χ² distribution. The interest behind the question is in the induced distribution on the parameter associated with the degrees of freedom ν of the t-distribution (question that coincided with my last modifications […]

an infinite regress of hierarchical priors

October 22, 2020

An interesting musing posted on X validated about the impact of perpetuating prior models on the parameters of closer priors till infinity. Using a hierarchy of exponential priors and an exponential sampling distribution. If the (temporary) top prior at level d is Exp(1), the marginal distribution of the exponential sample corresponds to a ratio of […]