An introduction to reference priors @SpartacanUsuals
An introduction to reference priors  @SpartacanUsuals
Uploaded May 2018 | Updated September 2026, 1 hour ago
Explains how reference priors, originally introduced by Bernardo (1979), provide another definition of an ‘uninformative’ prior based on mutual information.

This video is part of a lecture course which closely follows the material covered in the book, "A Student's Guide to Bayesian Statistics", published by Sage, which is available to order on Amazon here: amazon.co.uk/Students-Guide-Bayesian-Statistics/dp/1473916364

For more information on all things Bayesian, have a look at: ben-lambert.com/bayesian/. The playlist for the lecture course is here: youtube.com/playlist?list=PLwJRxp3blEvZ8AKMXOy0fc0cqT61GsKCG&disable_polymer=true
An introduction to reference priorsRandom variables and probability distributions.Probit model as a result of a latent variable modelAn introduction to central limit theoremsEstimating the error variance in matrix form - part 4An introduction to inverse transform samplingSURE estimation - an introduction - part 2Constrained parameters? Use Metropolis-HastingsPropensity score - introduction and theoremSelection bias as viewed as a problem with samplesAn introduction to continuous probability distributions.Fixed Effects estimators: an introduction
Ben Lambert |

An introduction to reference priors

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