On the sensitivity of the marginal likelihood to prior choice @SpartacanUsuals

Uploaded May 2018 | Updated September 2026, 2 hours ago

In this video, I describe how the marginal likelihood can be sensitive to the choice of prior - even if the posterior is relatively insensitive to this choice. This is finally illustrated by means of an applied example.

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

On the sensitivity of the marginal likelihood to prior choice

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