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Thread: New to Bayesian Stats

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    Talking New to Bayesian Stats




    Hello! I'm fairly new to Bayesian stats and will be using WinBugs to analyze spatial data of West Nile virus. I have a lot to learn and was hoping this forum could answer some of my questions. Thanks all!

    Josiah

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    Re: New to Bayesian Stats

    Hi!



    The question you asked was interesting - I hope you know you're in for some pretty complex stuff if you want to do your analysis right! Bayesian statistics is pretty awesome though.
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    Re: New to Bayesian Stats

    Hope we'll get chance to learn more about White Nile virus in the due course. Watch out for your hyper-parameters though! Sometimes uninformative priors for you hyper parameters in fact turns out to be informative!!! Welcome to the club.
    Oh Thou Perelman! Poincare's was for you and Riemann's is for me.

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    Re: New to Bayesian Stats

    Quote Originally Posted by ledzep View Post
    Sometimes uninformative priors for you hyper parameters in fact turns out to be informative!!! Welcome to the club.
    Uninformative priors are pretty much always informative in one way or another.
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    Re: New to Bayesian Stats

    Quote Originally Posted by Dason View Post
    Uninformative priors are pretty much always informative in one way or another.
    May be they should be called something like "informative uninformative priors".
    Oh Thou Perelman! Poincare's was for you and Riemann's is for me.

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    Re: New to Bayesian Stats

    I kind of like the term 'reference' priors.
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    Re: New to Bayesian Stats

    Quote Originally Posted by Dason View Post
    Uninformative priors are pretty much always informative in one way or another.
    Isn't that an oxymoron....

    It reminds me of John Fox's advice that outliers are nearly always useful, because they clue you into to problems in your theory or misspecified model you really need to know.
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    Re: New to Bayesian Stats


    We call some priors uninformative because they don't influence the posterior distribution much or they don't give us much information about the parameter of interest beforehand. But it's pretty much impossible to eliminate all information - something that is "uniformative" about a parameter in one sense of the word might not be uninformative about a transformation of that parameter. I'm not a huge fan of the 'uninformative' prior terminology but it does at least get across sort of what one is trying to do with that prior - not provide much information about the parameter before hand.
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