2019
DOI: 10.3390/e21050446
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How the Choice of Distance Measure Influences the Detection of Prior-Data Conflict

Abstract: The present paper contrasts two related criteria for the evaluation of prior-data conflict: the Data Agreement Criterion (DAC; Bousquet, 2008) and the criterion of Nott et al. (2016). One aspect that these criteria have in common is that they depend on a distance measure, of which dozens are available, but so far, only the Kullback-Leibler has been used. We describe and compare both criteria to determine whether a different choice of distance measure might impact the results. By means of a simulation study, we… Show more

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Cited by 8 publications
(5 citation statements)
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“…An alternative criterion has been developed 67 that computes whether the distance between the prior and the data is unexpected. For a comparison of both criteria, we direct the reader to Lek and van de Schoot 68 .…”
Section: Prior Predictive Distributionmentioning
confidence: 99%
“…An alternative criterion has been developed 67 that computes whether the distance between the prior and the data is unexpected. For a comparison of both criteria, we direct the reader to Lek and van de Schoot 68 .…”
Section: Prior Predictive Distributionmentioning
confidence: 99%
“…Quantifying sensitivity based on the distance between the base posterior and perturbed posteriors has been previously considered (Al-Labadi & Wang, 2019;Kurtek & Bharath, 2015;O'Hagan, 2003). In principle, many different divergence measures could be used, although there may be slight differences in interpretation (see, for example Lek & Van De Schoot, 2019), however, the cumulative Jensen-Shannon divergence (CJS; Nguyen & Vreeken, 2015) has two properties that make it appropriate for our use case. First, its symmetrised form is upper-bounded, like the standard Jensen-Shannon divergence (Lin, 1991), which aids interpretation.…”
Section: Distance-based Sensitivitymentioning
confidence: 99%
“…Since the results of both measures are highly comparable, see Figure 4 ; the results section below presents only the detailed PPC results. For a comparison between the two methods, see Lek and Van De Schoot (2019) . The complete results, including annotated syntax, can be found on OSF (see text footnote 1).…”
Section: Study 2–expert Elicitation and Prior-data Conflictsmentioning
confidence: 99%