论文标题

从专家意见中提出的最佳先验合并

Optimal Prior Pooling from Expert Opinions

论文作者

Kume, A., Villa, C., Walker, S. G.

论文摘要

先前意见的汇总是研究的重要领域,已经数十年了。这个想法是从一组专家意见分布中获得单一的信念概率分布。本文提出了一种新的方式,以最小化信息原则提供最终的意见。这是在平方根密度的空间中完成的,该空间用可分割函数的希尔伯特单位球体的正矫正识别。可以证明,最佳先验很容易被识别为球体中的外在均值。对于属于指数家族的分布,必要的计算是准确的,因此可以直接应用。该想法也可以针对所选基地的任何邻里采用,并由有限的``污染''方向跨越。

The pooling of prior opinions is an important area of research and has been for a number of decades. The idea is to obtain a single belief probability distribution from a set of expert opinion belief distributions. The paper proposes a new way to provide a resultant prior opinion based on a minimization of information principle. This is done in the square-root density space, which is identified with the positive orthant of Hilbert unit sphere of differentiable functions. It can be shown that the optimal prior is easily identified as an extrinsic mean in the sphere. For distributions belonging to the exponential family, the necessary calculations are exact, and so can be directly applied. The idea can also be adopted for any neighbourhood of a chosen base prior and spanned by a finite set of ``contaminating" directions.

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