A decision-theoretical view of default priors

Stephen G. Walker; Eduardo Gutierrez-Pena

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A decision-theoretical view of default priors

机译：违约先验的决策理论视图

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摘要

In this article, we outline a simple and intuitively appealing procedure to derive default priors. The main idea is to regard the choice of such a prior as a formal Bayesian decision problem. We also discuss Jeffreys prior and more generally the reference prior of Bernardo (J R Stat Soc B 41:113-147, 1979) from this standpoint.

机译：在本文中，我们概述了一个简单而直观的吸引人的过程，可以得出默认优先级。主要思想是将先验的选择视为正式的贝叶斯决策问题。从这一观点出发，我们还讨论了杰弗里斯先验，更普遍地讨论了伯纳多的参考先验（J R Stat Soc B 41：113-147，1979）。

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《Theory and Decision》 |2011年第1期|p.1-11|共11页
作者
Stephen G. Walker; Eduardo Gutierrez-Pena;
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作者单位

Institute of Mathematics, Statistics and Actuarial Science, University of Kent, Canterbury CT2 7NZ, UK;

Departamento de Probabilidad y Estadistica, 1IMAS, Universidad Nacional Autonoma de Mexico,Apartado Postal 20-726, Deleg. Alvaro Obregon, 01000 Mexico D.F., Mexico;

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正文语种 eng
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关键词
bayesian inference; expected utility; intrinsic loss; logarithmic; divergence; objective prior; parametric model; reference prior;

机译：贝叶斯推理预期效用;内在损失;对数分歧客观先验参数模型参考先验;

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1. Dangers of the Defaults: A Tutorial on the Impact of Default Priors When Using Bayesian SEM With Small Samples [J] . Smid Sanne C., Winter Sonja D. Frontiers in Psychology . 2020,第2期

机译：违约的危险：使用贝叶斯SEM与小样本时默认前锋的影响的教程
2. Dangers of the Defaults: A Tutorial on the Impact of Default Priors When Using Bayesian SEM With Small Samples [J] . Sanne C. Smid, Sonja D. Winter Frontiers in Psychology . 2020,第a期

机译：违约的危险：使用贝叶斯SEM与小样本时默认前锋的影响的教程
3. An internal default risk model: simulation of default times and recovery rates within the new Fundamental Review of the Trading Book framework [J] . Bertagna Andrea, Deliu Dragos, Lopez Luca, The Journal of Risk . 2020,第3期

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4. Default prior for robust Bayesian model selection of sinusoids in Gaussian noise [C] . Andrieu, C., Perez, . 2000

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5. Preservice biology teachers' inquiry process: Manifestations of views of science, subject matter knowledge and prior inquiry experience. [D] . Guven, Devrim. 2006

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6. Dangers of the Defaults: A Tutorial on the Impact of Default Priors When Using Bayesian SEM With Small Samples [O] . Sanne C. Smid, Sonja D. Winter 2020

机译：违约的危险：使用贝叶斯SEM与小样本时默认前锋的影响的教程
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A decision-theoretical view of default priors

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