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Checking for model failure and for prior-data conflict with the constrained multinomial model

Multinomial models can be difficult to use when constraints are placed on the probabilities. An exact model checking procedure for such models is developed based on a uniform prior on the full multinomial model. For inference, a nonuniform prior can be used and a consistency theorem is proved concer...

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Detalles Bibliográficos
Autores principales: Englert, Berthold-Georg, Evans, Michael, Jang, Gun Ho, Ng, Hui Khoon, Nott, David, Seah, Yi-Lin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8550545/
https://www.ncbi.nlm.nih.gov/pubmed/34776537
http://dx.doi.org/10.1007/s00184-021-00811-8
Descripción
Sumario:Multinomial models can be difficult to use when constraints are placed on the probabilities. An exact model checking procedure for such models is developed based on a uniform prior on the full multinomial model. For inference, a nonuniform prior can be used and a consistency theorem is proved concerning a check for prior-data conflict with the chosen prior. Applications are presented and a new elicitation methodology is developed for multinomial models with ordered probabilities.