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:
Article
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
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author Englert, Berthold-Georg
Evans, Michael
Jang, Gun Ho
Ng, Hui Khoon
Nott, David
Seah, Yi-Lin
author_facet Englert, Berthold-Georg
Evans, Michael
Jang, Gun Ho
Ng, Hui Khoon
Nott, David
Seah, Yi-Lin
author_sort Englert, Berthold-Georg
collection PubMed
description 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.
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spelling pubmed-85505452021-11-10 Checking for model failure and for prior-data conflict with the constrained multinomial model Englert, Berthold-Georg Evans, Michael Jang, Gun Ho Ng, Hui Khoon Nott, David Seah, Yi-Lin Metrika Article 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. Springer Berlin Heidelberg 2021-03-03 2021 /pmc/articles/PMC8550545/ /pubmed/34776537 http://dx.doi.org/10.1007/s00184-021-00811-8 Text en © The Author(s) 2021 https://creativecommons.org/licenses/by/4.0/Open AccessThis article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ (https://creativecommons.org/licenses/by/4.0/) .
spellingShingle Article
Englert, Berthold-Georg
Evans, Michael
Jang, Gun Ho
Ng, Hui Khoon
Nott, David
Seah, Yi-Lin
Checking for model failure and for prior-data conflict with the constrained multinomial model
title Checking for model failure and for prior-data conflict with the constrained multinomial model
title_full Checking for model failure and for prior-data conflict with the constrained multinomial model
title_fullStr Checking for model failure and for prior-data conflict with the constrained multinomial model
title_full_unstemmed Checking for model failure and for prior-data conflict with the constrained multinomial model
title_short Checking for model failure and for prior-data conflict with the constrained multinomial model
title_sort checking for model failure and for prior-data conflict with the constrained multinomial model
topic Article
url 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
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