Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors

  • David R. Bickel
  • International Journal of Approximate Reasoning, November 2015, Elsevier
  • DOI: 10.1016/j.ijar.2015.07.012

What to do after checking the prior and the rest of the Bayesian model

What is it about?

The literature is full of methods of checking a Bayesian model, including the prior distribution. Less is said about how to proceed with inference after a Bayesian model is found to be inadequate. This paper addresses that issue.

Why is it important?

Inference has to proceed in some way even after a Bayesian model is found to be inadequate. Should the researcher infer that no conclusions can be drawn? If not, what conclusion may be drawn and with what posterior probability does the conclusion hold? This paper provides answers to those questions.


David R. Bickel
University of Ottawa

This paper provides a broad framework, inviting many details to be filled in for specific applications. An application to the estimation of local false discovery rates is given as an example.

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The following have contributed to this page: David R. Bickel