Helli Michael
Michael Bedward a écrit :
> I would love to have a friend who was a real mathematician. Does
> he/she want another friend ? :-)
He is French but work (for now) in New-Caledonia, which is pretty far. We were
collegue for 2 years when I worked there in the same research institute. He is
specialized in statistics, neural and Bayesian networks. I don't know yet
if/when he will come back to Europe...
> Using the Sprott algorithm to generate a prior doesn't make any
> difference to the form of the results: ie. you will still be deriving
> a posterior probability distribution.
>
> Since it is a Bayesian analysis you need a prior of some sort, even it
> is just a vague / uninformative distribution. Using the Sprott
> algorithm would represent the statement: I hypothesize the
> relationship between the missing data and known data to be
> approximately fractal.
>
> As with any Bayesian analysis, the influence of this prior on your
> results will depend on the strenth of the relationship between the
> variable of interest and the covariates:
>
> - weak relationship => prior will dominate the predictions
> - strong relationship congruent with prior => prior and covariates
> evident in results
> - strong relationship but not conforming to prior => results driven by
> covariates
I will forward your message to him, so we can remember your suggestion :). For
now our Bayesian network plan is on ice. I have a very long stack of things I
would like to do, and this one is on the stack too...
Martin
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