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AUEB STATS SEMINARS 10/1/2019: Group invariance for objective prior elicitation in testing problems by Anabel Forte

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AUEB STATS SEMINARS 10/1/2019: Group invariance for objective prior elicitation in testing problems by Anabel Forte

Δημοσίευση από grstats Την / Το Δευ 7 Ιαν 2019 - 13:23

AUEB STATISTICS SEMINAR SERIES JANUARY 2019




Anabel Forte Deltell
University of Valencia

Group invariance for objective prior elicitation in testing problems

THURSDAY 10/1/2019
13:00


ΑΙΘΟΥΣΑ Τ105
NEW AUEB BUILDING, (TROIAS 2)

ABSTRACT

In a Bayesian framework, Bayes factors and posterior probabilities of hypotheses are formal tools to approach testing problems with prior elicitation being one of the main challenges. This is a particularly delicate issue in an objective scenario where the prior information is scarce.
Bayarri et al. (2012) introduced a number of criteria upon which the prior elicitation of any testing problem should rely. Among those, the invariance criterion emerge as one of the most relevant. This criterion states that if the entertained models have a common group invariant structure this should be preserved after marginalization with respect to the prior. In this context, Bayarri et al. considered a general invariance group, common to any linear model but, if you look into the specific structure of a given model others transformations can be established.
This work deepens in the meaning and effect of this invariance criteria for a generalized scenario considering a model-specific type of invariance. The criterion hence, leads us to a better characterization of the prior distribution for the specific testing problem.

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