2023
DOI: 10.1098/rsta.2022.0155
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A special issue on Bayesian inference: challenges, perspectives and prospects

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Cited by 3 publications
(3 citation statements)
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“…The Bayesian modeling framework assumes that the parameter estimates are stochastic and hence assumes a distribution for each parameter estimate, including hyperparameters. [36][37][38] The main criticism of such an assumption is that it depends on subjective prior assumptions, which might result in extreme or confusing conclusions. However, these priors also represent an advantage since they provide a tool for statisticians to be transparent about their assumptions.…”
Section: Bayesian Modeling Frameworkmentioning
confidence: 99%
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“…The Bayesian modeling framework assumes that the parameter estimates are stochastic and hence assumes a distribution for each parameter estimate, including hyperparameters. [36][37][38] The main criticism of such an assumption is that it depends on subjective prior assumptions, which might result in extreme or confusing conclusions. However, these priors also represent an advantage since they provide a tool for statisticians to be transparent about their assumptions.…”
Section: Bayesian Modeling Frameworkmentioning
confidence: 99%
“…However, these priors also represent an advantage since they provide a tool for statisticians to be transparent about their assumptions. [36][37][38] Overweighting or informative priors have the potential to mislead statistical inferences about the data being studied since parameter estimates would be much influenced by such priors rather than the data under study. In Bayesian modeling, conjugate or non-informative priors are recommended in order to allow the data to have more influence on the parameter estimates.…”
Section: Bayesian Modeling Frameworkmentioning
confidence: 99%
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