- Bayesian Anal.
- Volume 7, Number 3 (2012), 503-532.
Combining Expert Opinions in Prior Elicitation
We consider the problem of combining opinions from different experts in an explicitly model-based way to construct a valid subjective prior in a Bayesian statistical approach. We propose a generic approach by considering a hierarchical model accounting for various sources of variation as well as accounting for potential dependence between experts. We apply this approach to two problems. The first problem deals with a food risk assessment problem involving modelling dose-response for Listeria monocytogenes contamination of mice. Two hierarchical levels of variation are considered (between and within experts) with a complex mathematical situation due to the use of an indirect probit regression. The second concerns the time taken by PhD students to submit their thesis in a particular school. It illustrates a complex situation where three hierarchical levels of variation are modelled but with a simpler underlying probability distribution (log-Normal).
Bayesian Anal., Volume 7, Number 3 (2012), 503-532.
First available in Project Euclid: 28 August 2012
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Albert, Isabelle; Donnet, Sophie; Guihenneuc-Jouyaux, Chantal; Low-Choy, Samantha; Mengersen, Kerrie; Rousseau, Judith. Combining Expert Opinions in Prior Elicitation. Bayesian Anal. 7 (2012), no. 3, 503--532. doi:10.1214/12-BA717. https://projecteuclid.org/euclid.ba/1346158771
- Related item: Simon French. Comment on Article by Albert et al. Bayesian Anal., Vol. 7, Iss. 3 (2012), 533–536.
- Related item: John Paul Gosling. Comment on Article by Albert et al. Bayesian Anal., Vol. 7, Iss. 3 (2012), 537–540.
- Related item: Isabelle Albert, Sophie Donnet, Chantal Guihenneuc-Jouyaux, Samantha Low-Choy, Kerrie Mengersen, Judith Rousseau. Rejoinder. Bayesian Anal., Vol. 7, Iss. 3 (2012), 541–546.