scholarly journals Method to Obtain a Vector of Hyperparameters: Application in Bernoulli Trials

2020 ◽  
Vol 43 (2) ◽  
pp. 183-209
Author(s):  
Llerzy Esneider Torres Ome ◽  
Jose Rafael Tovar Cuevas
Keyword(s):  
Probability Distribution ◽  
Bayesian Approach ◽  
Prior Distribution ◽  
Sufficient Conditions ◽  
Indigenous Community ◽  
Bernoulli Trials ◽  
Prior Distributions ◽  
The Bayesian Approach

The main difficulties when using the Bayesian approach are obtaining information from the specialist and obtaining hyperparameters values of the assumed probability distribution as representative of knowledge  external to the  data. In addition to the  fact  that  a large  part  of the  literature on this subject is characterized by considering prior conjugated distributions for the parameter of interest. An method is proposed  to find the hyperparameters of a nonconjugated prior  distribution. The following  scenarios were considered for Bernoulli trials: four prior distributions (Beta, Kumaraswamy, Truncated Gamma   and   Truncated  Weibull) and four scenarios  for  the  generating process. Two necessary,  but not sufficient  conditions were  identified to ensure   the  existence of  a  vector of  values for  the  hyperparameter. The Truncated Weibull prior distribution performed the worst.  The methodology was  used  to estimate the  prevalence of two  transmitted sexually infections in an Colombian  indigenous community.

scholarly journals Updating Knowledge in The Estimation of The Genetics Parameters Multi-trait and Multi-Environment Bayesian Analysis in Rice (Oryza Sativa L.)

2021 ◽  
Author(s):  
Camila Ferreira Azevedo ◽  
Cynthia Barreto ◽  
Matheus Suela ◽  
Moysés Nascimento ◽  
Antônio Carlos Júnior ◽  
...  
Keyword(s):  
Bayesian Approach ◽  
Prior Distribution ◽  
Variance Components ◽  
Genetic Correlations ◽  
Bayesian Framework ◽  
Prior Distributions ◽  
Informative Prior ◽  
Informative Prior Distribution ◽  
Informative Prior Distributions ◽  
The Bayesian Approach

Abstract Among the multi-trait models used to jointly study several traits and environments, the Bayesian framework has been a preferable tool for using a more complex and biologically realistic model. In most cases, the non-informative prior distributions are adopted in studies using the Bayesian approach. Still, the Bayesian approach tends to present more accurate estimates when it uses informative prior distributions. The present study was developed to evaluate the efficiency and applicability of multi-trait multi-environment (MTME) models under a Bayesian framework utilizing a strategy for eliciting informative prior distribution using previous data from rice. The study involved data pertained to rice genotypes in three environments and five agricultural years (2010/2011 until 2014/2015) for the following traits: grain yield (GY), flowering in days (FLOR) and plant height (PH). Variance components and genetic and non-genetic parameters were estimated by the Bayesian method. In general, the informative prior distribution in Bayesian MTME models provided higher estimates of heritability and variance components, as well as minor lengths for the highest probability density interval (HPD), compared to their respective non-informative prior distribution analyses. The use of more informative prior distributions makes it possible to detect genetic correlations between traits, which cannot be achieved with the use of non-informative prior distributions. Therefore, this mechanism presented for updating knowledge to the elicitation of an informative prior distribution can be efficiently applied in rice genetic selection.

Bayesian Hypothesis Testing for Hospitality and Tourism Research

2020 ◽  
pp. 109634802094732
Author(s):  
A. George Assaf ◽  
Mike Tsionas
Keyword(s):  
Hypothesis Testing ◽  
Bayesian Approach ◽  
Prior Distributions ◽  
P Values ◽  
Tourism Research ◽  
Bayesian Hypothesis Testing ◽  
Main Challenge ◽  
Hospitality And Tourism ◽  
Practical Recommendations ◽  
The Bayesian Approach

In hospitality and tourism research, p-values continue to be the most common approach to hypothesis testing. In this article, we elaborate on some of the misconceptions associated with p-values. We discuss the advantages of the Bayesian approach and provide several important practical recommendations and considerations for Bayesian hypothesis testing. With the main challenge of Bayesian hypothesis testing being the sensitivity of the results to prior distributions, we present in this article several priors that can be used for that purpose and illustrate their performance in a regression context.

scholarly journals A Bayesian Approach to Estimating Reciprocal Effects with the Bivariate STARTS Model using Markov Chain Monte Carlo

2021 ◽  
Author(s):  
Oliver Lüdtke ◽  
Alexander Robitzsch ◽  
Esther Ulitzsch
Keyword(s):  
Bayesian Approach ◽  
Prior Distribution ◽  
Parameter Estimates ◽  
Model Parameters ◽  
Reciprocal Effects ◽  
Ml Estimation ◽  
Model Parameterization ◽  
Lagged Effects ◽  
The Bayesian Approach ◽  
Over Time

The bivariate Stable Trait, AutoRegressive Trait, and State (STARTS) model provides a general approach for estimating reciprocal effects between constructs over time. However, previous research has shown that this model is difficult to estimate using the maximum likelihood (ML) method (e.g., nonconvergence). In this article, we introduce a Bayesian approach for estimating the bivariate STARTS model and implement it in the software Stan. We discuss issues of model parameterization and show how appropriate prior distributions for model parameters can be selected. Specifically, we propose the four-parameter beta distribution as a flexible prior distribution for the autoregressive and cross-lagged effects. Using a simulation study, we show that the proposed Bayesian approach provides more accurate estimates than ML estimation in challenging data constellations. An example is presented to illustrate how the Bayesian approach can be used to stabilize the parameter estimates of the bivariate STARTS model.

The Re-Evaluation of Structural Reliability based on Identification Results

1999 ◽  
Vol 15 (3) ◽  
pp. 109-116
Author(s):  
Pei-Ling Liu ◽  
Yi-Song Chen
Keyword(s):  
Sensitivity Analysis ◽  
System Identification ◽  
Reliability Analysis ◽  
Bayesian Approach ◽  
Structural Reliability ◽  
Service System ◽  
Maintenance Strategy ◽  
Prior Distributions ◽  
The Bayesian Approach

AbstractThis paper develops a method to re-evaluate the reliability of a structure after a period of service. System identification is performed on the structure to identify the current properties of the structure. The Bayesian approach is adopted to modify the prior distributions of the properties based on the identification results. Then, reliability analysis is performed on the structure using the updated distributions of the properties. Sensitivity analysis is also performed to attain the maintenance strategy.

scholarly journals Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate from Microwave Observations

2006 ◽  
Vol 45 (8) ◽  
pp. 1073-1095 ◽  
Author(s):  
J. Christine Chiu ◽  
Grant W. Petty
Keyword(s):  
Probability Distribution ◽  
Bayesian Approach ◽  
Posterior Probability ◽  
Rain Rate ◽  
Sensitivity Analyses ◽  
Bayesian Algorithm ◽  
Additional Advantage ◽  
Posterior Probability Distribution ◽  
Surface Rain Rate ◽  
The Bayesian Approach

Abstract A new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI) over the ocean is presented, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain-rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes’s theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance the understanding of theoretical benefits of the Bayesian approach, sensitivity analyses have been conducted based on two synthetic datasets for which the “true” conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism, but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak owing to saturation effects. It is also suggested that both the choice of the estimators and the prior information are crucial to the retrieval. In addition, the performance of the Bayesian algorithm herein is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.

USING FULL PROBABILITY MODELS TO COMPUTE PROBABILITIES OF ACTUAL INTEREST TO DECISION MAKERS

2001 ◽  
Vol 17 (1) ◽  
pp. 17-26 ◽  
Author(s):  
Frank E. Harrell ◽  
Ya-Chen Tina Shih
Keyword(s):  
Bayesian Approach ◽  
Posterior Distribution ◽  
Prior Distribution ◽  
Likelihood Function ◽  
Scientific Evidence ◽  
A Priori ◽  
Relevant Information ◽  
Decision Makers ◽  
Probability Models ◽  
The Bayesian Approach

The objective of this paper is to illustrate the advantages of the Bayesian approach in quantifying, presenting, and reporting scientific evidence and in assisting decision making. Three basic components in the Bayesian framework are the prior distribution, likelihood function, and posterior distribution. The prior distribution describes analysts' belief a priori; the likelihood function captures how data modify the prior knowledge; and the posterior distribution synthesizes both prior and likelihood information. The Bayesian approach treats the parameters of interest as random variables, uses the entire posterior distribution to quantify the evidence, and reports evidence in a “probabilistic” manner. Two clinical examples are used to demonstrate the value of the Bayesian approach to decision makers. Using either an uninformative or a skeptical prior distribution, these examples show that the Bayesian methods allow calculations of probabilities that are usually of more interest to decision makers, e.g., the probability that treatment A is similar to treatment B, the probability that treatment A is at least 5% better than treatment B, and the probability that treatment A is not within the “similarity region” of treatment B, etc. In addition, the Bayesian approach can deal with multiple endpoints more easily than the classic approach. For example, if decision makers wish to examine mortality and cost jointly, the Bayesian method can report the probability that a treatment achieves at least 2% mortality reduction and less than $20,000 increase in costs. In conclusion, probabilities computed from the Bayesian approach provide more relevant information to decision makers and are easier to interpret.

Bayesian statistics

2010 ◽  
pp. 477-497
Author(s):  
Janet L. Peacock ◽  
Philip J. Peacock
Keyword(s):  
Bayesian Statistics ◽  
Bayesian Approach ◽  
Bayesian Methods ◽  
Posterior Distributions ◽  
Bayesian Analyses ◽  
Prior Distributions ◽  
Unknown Quantity ◽  
Frequentist Approach ◽  
Pros And Cons ◽  
The Bayesian Approach

Bayesian statistics 478 How Bayesian methods work 480 Prior distributions 482 Likelihood; posterior distributions 484 Summarizing and presenting results 486 Using Bayesian analyses in medicine 488 Software for Bayesian statistics 492 Reading Bayesian analyses in papers 494 Bayesian methods: a summary 496 In this chapter we describe the Bayesian approach to statistical analysis in contrast to the frequentist approach. We describe how Bayesian methods work including a description of prior and posterior distributions. We outline the role and choice of prior distributions and how they are combined with the data collected to provide an updated estimate of the unknown quantity being studied. We include examples of the use of Bayesian methods in medicine, and discuss the pros and cons of the Bayesian approach compared with the frequentist approach Finally, we give guidance on how to read and interpret Bayesian analyses in the medical literature....

scholarly journals Comparison Bayes Estimators of Reliability in the Exponential Distribution

2018 ◽  
Vol 24 (104) ◽  
pp. 1
Author(s):  
جنان عباس ناصر
Keyword(s):  
Exponential Distribution ◽  
Loss Function ◽  
Bayesian Approach ◽  
Prior Distribution ◽  
Scale Parameter ◽  
Simulation Technique ◽  
Bayes Estimation ◽  
Bayes Estimators ◽  
Mean Squared Errors ◽  
The Bayesian Approach

Abstract            We produced a study in Estimation for Reliability of the Exponential distribution based on the Bayesian approach. These estimates are derived using Bayesian approaches. In the Bayesian approach, the parameter of the Exponential distribution is assumed to be random variable .we derived bayes estimators of reliability under four types when the prior distribution for the scale parameter of the Exponential distribution is: Inverse Chi-square distribution, Inverted Gamma distribution, improper distribution, Non-informative distribution. And estimators for Reliability is obtained using the well known squared error loss function and weighted squared errors loss function. We used simulation technique, to compare the resultant estimators in terms of their mean squared errors (MSE), mean weighted squared errors (MWSE).Several cases  assumed for the parameter of the exponential distribution for data generating, of different samples sizes (small, medium, and large). The results were obtained by using simulation technique, Programs written using MATLAB-R2008a program were used. In general, Simulation results shown that the resultant estimators in terms of their mean squared errors (MSE) is better than the resultant estimators in terms of their mean weighted squared errors (MWSE).According to the our criteria is the best estimator  that gives the smallest value of MSE or  MWSE .  For example bayes estimation is the best when the prior distribution for the scale parameter is improper and Non-informative distributions  according to the smallest  value  of  MSE  comparative to the values of MWSE  for all samples sizes at some of true value of t and .   

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