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Checking for model failure and for prior-data conflict with the constrained multinomial model

Berthold-Georg Englert (), Michael Evans (), Gun Ho Jang (), Hui Khoon Ng (), David Nott () and Yi-Lin Seah ()
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Berthold-Georg Englert: National University of Singapore and MajuLab
Michael Evans: University of Toronto
Gun Ho Jang: Ontario Institute for Cancer Research
Hui Khoon Ng: MajuLab
David Nott: National Unversity of Singapore
Yi-Lin Seah: Centre for Quantum Technologies

Metrika: International Journal for Theoretical and Applied Statistics, 2021, vol. 84, issue 8, No 3, 1168 pages

Abstract: Abstract Multinomial models can be difficult to use when constraints are placed on the probabilities. An exact model checking procedure for such models is developed based on a uniform prior on the full multinomial model. For inference, a nonuniform prior can be used and a consistency theorem is proved concerning a check for prior-data conflict with the chosen prior. Applications are presented and a new elicitation methodology is developed for multinomial models with ordered probabilities.

Keywords: Model checking; Checking for prior-data conflict; Quantum state estimation; Hardy–Weinberg equilibrium; Ordered probabilities; Elicitation (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00184-021-00811-8

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