论文标题
量化观察到的先前影响
Quantifying Observed Prior Impact
论文作者
论文摘要
我们区分了两个问题(i)先前包含多少信息? (ii)先前的影响是什么?已经提出了一些量度来量化有效的先验样本量,例如Clarke [1996]和Morita等。 [2008]。但是,这些措施通常忽略当前推论的可能性,因此解决(i)而不是(ii)。由于(II)在实践中引起了人们的关注,因此Reimherr等人。 [2014]基于先前的样本不一致引入了一类新的有效先前样本量度量。我们通过提出有效的先前样本量的度量,将这个想法进一步朝着其自然的贝叶斯结论,不仅包含了可能性的一般数学形式,而且还融合了手头的特定数据。因此,我们的度量并不是从工作模型中的数据集中平均的,而是基于当前观察到的数据的条件。因此,我们的度量可能是高度可变的,但是我们证明这是因为先前的影响可能是高度可变的。我们的措施是对有意义数量的贝叶斯估计值,并很好地传达了由先前或以不同方式确定的推论的程度,这是由于拥有先前信息而节省的努力量。我们通过许多示例包括高斯共轭模型(连续观测),β-二项式模型(离散观测)和线性回归模型(两个未知参数)来说明我们的想法。最后,讨论了有关方法的进一步发展和对天文学的应用。
We distinguish two questions (i) how much information does the prior contain? and (ii) what is the effect of the prior? Several measures have been proposed for quantifying effective prior sample size, for example Clarke [1996] and Morita et al. [2008]. However, these measures typically ignore the likelihood for the inference currently at hand, and therefore address (i) rather than (ii). Since in practice (ii) is of great concern, Reimherr et al. [2014] introduced a new class of effective prior sample size measures based on prior-likelihood discordance. We take this idea further towards its natural Bayesian conclusion by proposing measures of effective prior sample size that not only incorporate the general mathematical form of the likelihood but also the specific data at hand. Thus, our measures do not average across datasets from the working model, but condition on the current observed data. Consequently, our measures can be highly variable, but we demonstrate that this is because the impact of a prior can be highly variable. Our measures are Bayes estimates of meaningful quantities and well communicate the extent to which inference is determined by the prior, or framed differently, the amount of effort saved due to having prior information. We illustrate our ideas through a number of examples including a Gaussian conjugate model (continuous observations), a Beta-Binomial model (discrete observations), and a linear regression model (two unknown parameters). Future work on further developments of the methodology and an application to astronomy are discussed at the end.