Re: [UAI] Question about Bayesian attitudes towards model mismatch

2018-02-27 Thread Jason Eisner
On Fri, Feb 23, 2018 at 1:48 PM, Robert Goldman wrote: > I'm looking for some advice and particularly literature pointers for a > question about the Bayesian stance. I'm interested in what approaches are > suggested for handling the case where one's prior is qualitatively wrong. > > For example,

Re: [UAI] Question about Bayesian attitudes towards model mismatch

2018-02-27 Thread Robert Goldman
Thanks very much to Deep, Marco and Thomas for the suggestion of "prior-data conflict" as the search phrase I'm looking for, and to Deep and Thomas for pointers to the papers. I really appreciate it, and am starting follow up now. Best, r ___ uai mai

Re: [UAI] Question about Bayesian attitudes towards model mismatch

2018-02-24 Thread Thomas Augustin
Dear Robert, Maybe searching for "prior-data conflict" could be helpful. Interesting first references for this topic include Evans, M. and H.Moshonov (2006). Checking for Prior-Data Conflict. Bayesian Analysis 1, 893-914 (from a classical Bayesian perspective) and Walter, G. (2013): Gene

Re: [UAI] Question about Bayesian attitudes towards model mismatch

2018-02-24 Thread Robert Goldman
Thanks, but the flat improper prior isn't really appropriate for this case. In this case I have a bunch of observations in a first research study that are very much normally distributed with obvious peaks. I'm looking now at an attempt to replicate this first study, where the replication didn

Re: [UAI] Question about Bayesian attitudes towards model mismatch

2018-02-24 Thread Deep
Robert, Does this address your question (although I'm not 100% sure): https://arxiv.org/pdf/1802.00474.pdf Blog: https://www.datasciencecentral.com/profiles/blogs/double-yolk- bayesian-egg-bayes-frequentist-and-a-250-years-old R package (in case this answers your question): https://cran.r- project.

[UAI] Question about Bayesian attitudes towards model mismatch

2018-02-23 Thread Robert Goldman
I'm looking for some advice and particularly literature pointers for a question about the Bayesian stance. I'm interested in what approaches are suggested for handling the case where one's prior is qualitatively wrong. For example, imagine that I have chosen a normal distribution for a random