Quantification of the impact of priors in Bayesian statistics via Stein's Method

Ghaderinezhad, Fatemeh; LEY, Christophe

doi:10.1016/j.spl.2018.11.012

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Article (Scientific journals)

Quantification of the impact of priors in Bayesian statistics via Stein's Method

Ghaderinezhad, Fatemeh; LEY, Christophe

2019 • In Statistics and Probability Letters, 146, p. 206 - 212

Peer Reviewed verified by ORBi

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https://hdl.handle.net/10993/57870

DOI
10.1016/j.spl.2018.11.012

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Keywords :

Conjugate prior; Jeffreys’ prior; Stein's Method; Wasserstein distance; Statistics and Probability; Statistics, Probability and Uncertainty

Abstract :

[en] We compare two distinct non-uniform choices of prior distributions by quantifying the Wasserstein distance between the respective resulting posterior distributions at any fixed sample size by means of Stein's Method. We illustrate this measure of the prior impact on the normal, Binomial and Poisson models.

Disciplines :

Mathematics

Author, co-author :

Ghaderinezhad, Fatemeh; Ghent University, Department of Applied Mathematics, Computer Science and Statistics, Ghent, Belgium

LEY, Christophe ; University of Luxembourg > Faculty of Science, Technology and Medicine (FSTM) > Department of Mathematics (DMATH) ; Ghent University, Department of Applied Mathematics, Computer Science and Statistics, Ghent, Belgium

External co-authors :

yes

Language :

English

Title :

Quantification of the impact of priors in Bayesian statistics via Stein's Method

Publication date :

March 2019

Journal title :

Statistics and Probability Letters

ISSN :

0167-7152

Publisher :

Elsevier B.V.

Volume :

146

Pages :

206 - 212

Peer reviewed :

Peer Reviewed verified by ORBi

Additional URL :

https://api.elsevier.com/content/article/PII:S0167715218303596?httpAccept=text/xml

Funders :

Ghent University

Funding text :

We would like to thank the Associate Editor as well as two anonymous reviewers for helpful comments that led to an improvement of the present paper. This research is supported by a BOF Starting Grant of of Ghent University .

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since 25 November 2023

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