🚀 go-pugleaf

Colloquium, Department of Statistics, University of Toronto

Topic:    Non-informative priors for one parameter of many

Speaker:  Robert Tibshirani, Dept. of Statistics, U. of Toronto

Date:     Thursday, September 21, 1989, 4:00 p.m.

Place:    Room 1085, Sidney Smith Hall, 100 St. George Street, U of T

Abstract:

We consider the problem of constructing a ``non-
informative'' prior for a single parameter in the presence
of nuisance parameters. Our approach is to require that the
resulting marginal posterior intervals have accurate fre-
quentist coverage. Stein (1985) derived non-rigorously a
sufficient condition for such a prior. Through the use of
orthogonal parameters, we give a general form for the class
of priors satisfying Stein's condition. The priors are
proportional to the square root of the information element
for the parameter of interest times an arbitrary function of
the nuisance parameters. This is in contrast to Jeffreys'
invariant prior for the overall parameter, which is propor-
tional to the square root of the determinant of the informa-
tion matrix. Several examples are given and comparisons are
made to the reference priors of Bernardo (1979).

--------------------------
Coffee and tea will be served in the DeLury Lounge (SS6006)
at 3:30 p.m.