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A Marginalisation Paradox Example
A Marginalisation Paradox Example
Dennis Prangle
Bayesian Inference
Bayesian Inference
p(θ)f (X |θ)
f (θ|X ) = R
p(θ)f (X |θ)dθ
Cluster size 1 2 3 4 5 8 10 15 23 30
Number of clusters 282 20 13 4 2 1 1 1 1 1
Model: Underlying disease process
Reparameterise to:
a = α/(α + δ + θ)
d = δ/(α + δ + θ)
θ=θ
Recall:
a = α/(α + δ + θ)
d = δ/(α + δ + θ)
θnew = θ
Solve to give:
α = aθnew /(1 − a − d)
δ = dθnew /(1 − a − d)
θ = θnew
Differentiate for Jacobian:
θnew (1 − d) aθ a(1 − a − d)
J = (1−a−d)−2 dθ θnew (1 − a) d(1 − a − d)
0 0 1
2 (1 − a − d)−3
|J| = θnew
Analytic Results 2: Reparameterised prior
Conclusion
Conclusion