Checking the Model and the Prior for the Constrained Multinomial

The multinomial model is one of the simplest statistical models. When constraints are placed on the possible values for the probabilities, however, it becomes much more difficult to deal with. Model checking and checking for prior-data conflict is considered here for such models. A theorem is proved...

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Bibliographic Details
Published in:arXiv.org 2018-04
Main Authors: Berthold-Georg Englert, Evans, Michael, Gun Ho Jang, Ng, Hui Khoon, Nott, David, Yi-Lin, Seah
Format: Article
Language:English
Subjects:
Bayesian analysis
Constraint modelling
State estimation
Statistical models
Online Access:Get full text
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Summary:The multinomial model is one of the simplest statistical models. When constraints are placed on the possible values for the probabilities, however, it becomes much more difficult to deal with. Model checking and checking for prior-data conflict is considered here for such models. A theorem is proved that establishes the consistency of the check on the prior. Applications are presented to models that arise in quantum state estimation as well as the Bayesian analysis of models for ordered probabilities.
ISSN:2331-8422