先验分布 [Prior distribution]

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定义: 先验分布指研究者在纳入新证据前对统计模型参数的预设认知。“先验”以概率分布形式呈现,确定先验分布的方式多样(如基于既往研究、主观评估、或约束条件下的最大化熵等原理),通常通过贝叶斯定理与似然函数结合,最终导出后验分布。

相关术语: Bayes Factor, Bayesian inference, Bayesian Parameter Estimation, Likelihood function, Posterior distribution

参考文献:

  • van de Schoot, R., Depaoli, S., King, R., Kramer, B., Märtens, K., Tadesse, M. G., Vannucci, M., Gelman, A., Veen, D., Willemsen, J., & Yau, C. (2021). Bayesian statistics and modelling. Nature Reviews Methods Primers, 1(1), 1–26. https://doi.org/10.1038/s43586-020-00001-2

原稿作者: Alaa AlDoh

审阅者: Charlotte R. Pennington, Martin Vasilev

翻译者: AI-driven translation tool "TransFlow" (developed by Jinbiao Yang and COSN OpenTransfer team)

译稿审阅者: Zixi Wang, Liangjie Chen, Ruoting Liu, Shuxian Jin