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Welcome to Wikiprevia, a collaborative project on objective Bayesian methods

A wiki for sharing knowledge on objective priors, moderated by the OBayes section of ISBA, the International Society for Bayesian Analysis.

What is Wikiprevia about

Pierre-Simon, marquis de Laplace. Historically it is attributed to Laplace the first usage of an objective prior.

An essential piece of every Bayesian analysis is the prior distribution of the unknown parameters. In many circumstances users of Bayesian methods do not have the resources to assign prior distributions based on expert knowledge. Others simply do not want to include any extra information in the analysis other than the model specified and the data. In these circumstances the use of an `objective’ prior is called for and the natural question of which prior should be used arise.

Wikiprevia is a collaborative project that is aimed at collecting and giving access to all relevant information about specific formal objective priors for particular problems with the tutelage of the Objective Bayesian section of ISBA.

In Wikiprevia, the perspective under which the problem of objective priors is approached is explained in [1]. Wikiprevia can be considered a modern version of the Catalogue of non-informative priors [2].

The name

In Spanish the `previa' means `prior' and if you mix Wiki+previa a word that sounds like Wikipedia shows up.

Categories

Recommended priors are organized in the following categories:

Additionally, there is a category for the terms used in the wiki:

Attendants to the OBayes conference in Austin (Texas), December 2017.
People attending the OBayes conference in Valencia, June 2015.

References

  1. Berger, J.O. (2006), "The case for Objective Bayesian Analysis", Bayesian Analysis, Vol.1, pp. 385-402.
  2. Yang, R. and Berger, J.O. (1996), "A catalogue of non-informative priors" (unpublished) [1]