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Entropy 2017, 19(10), 555;

The Prior Can Often Only Be Understood in the Context of the Likelihood

Department of Statistics, Columbia University, New York, NY 10027, USA
Department of Political Science, Columbia University, New York, NY 10027, USA
Department of Statistical Sciences, University of Toronto, Toronto, ON M5S, Canada
Institute for Social and Economic Research and Policy, Columbia University, New York, NY 10027, USA
Author to whom correspondence should be addressed.
Received: 26 August 2017 / Revised: 30 September 2017 / Accepted: 14 October 2017 / Published: 19 October 2017
(This article belongs to the Special Issue Maximum Entropy and Bayesian Methods)
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A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys’ priors, reference priors, maximum entropy priors, and weakly informative priors. These methods, however, often manifest a key conceptual tension in prior modeling: a model encoding true prior information should be chosen without reference to the model of the measurement process, but almost all common prior modeling techniques are implicitly motivated by a reference likelihood. In this paper we resolve this apparent paradox by placing the choice of prior into the context of the entire Bayesian analysis, from inference to prediction to model evaluation. View Full-Text
Keywords: Bayesian inference; default priors; prior distribution Bayesian inference; default priors; prior distribution
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited (CC BY 4.0).

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Gelman, A.; Simpson, D.; Betancourt, M. The Prior Can Often Only Be Understood in the Context of the Likelihood. Entropy 2017, 19, 555.

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