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Catalytic prior distributions with application to generalized linear models

A catalytic prior distribution is designed to stabilize a high-dimensional “working model” by shrinking it toward a “simplified model.” The shrinkage is achieved by supplementing the observed data with a small amount of “synthetic data” generated from a predictive distribution under the simpler mode...

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Detalles Bibliográficos
Autores principales: Huang, Dongming, Stein, Nathan, Rubin, Donald B., Kou, S. C.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: National Academy of Sciences 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7275732/
https://www.ncbi.nlm.nih.gov/pubmed/32414914
http://dx.doi.org/10.1073/pnas.1920913117