Bayesian Analysis

Combining Expert Opinions in Prior Elicitation

Isabelle Albert, Sophie Donnet, Chantal Guihenneuc-Jouyaux, Samantha Low-Choy, Kerrie Mengersen, and Judith Rousseau

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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).

Article information

Bayesian Anal. Volume 7, Number 3 (2012), 503-532.

First available in Project Euclid: 28 August 2012

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Bayesian statistics Hierarchical model Random effects Risk assessment


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.

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See also

  • 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.