Posterior Propriety of an Objective Prior in a 4-Level Normal Hierarchical Model
Joint Authors
Song, Chengyuan
Sun, Dongchu
Fan, Kun
Mu, Rongji
Source
Mathematical Problems in Engineering
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-02-14
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
The use of hierarchical Bayesian models in statistical practice is extensive, yet it is dangerous to implement the Gibbs sampler without checking that the posterior is proper.
Formal approaches to objective Bayesian analysis, such as the Jeffreys-rule approach or reference prior approach, are only implementable in simple hierarchical settings.
In this paper, we consider a 4-level multivariate normal hierarchical model.
We demonstrate the posterior using our recommended prior which is proper in the 4-level normal hierarchical models.
A primary advantage of the recommended prior over other proposed objective priors is that it can be used at any level of a hierarchical model.
American Psychological Association (APA)
Song, Chengyuan& Sun, Dongchu& Fan, Kun& Mu, Rongji. 2020. Posterior Propriety of an Objective Prior in a 4-Level Normal Hierarchical Model. Mathematical Problems in Engineering،Vol. 2020, no. 2020, pp.1-10.
https://search.emarefa.net/detail/BIM-1200960
Modern Language Association (MLA)
Song, Chengyuan…[et al.]. Posterior Propriety of an Objective Prior in a 4-Level Normal Hierarchical Model. Mathematical Problems in Engineering No. 2020 (2020), pp.1-10.
https://search.emarefa.net/detail/BIM-1200960
American Medical Association (AMA)
Song, Chengyuan& Sun, Dongchu& Fan, Kun& Mu, Rongji. Posterior Propriety of an Objective Prior in a 4-Level Normal Hierarchical Model. Mathematical Problems in Engineering. 2020. Vol. 2020, no. 2020, pp.1-10.
https://search.emarefa.net/detail/BIM-1200960
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1200960