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dc.contributor.authorSimpson, Daniel
dc.contributor.authorRue, Håvard
dc.contributor.authorRiebler, Andrea Ingeborg
dc.contributor.authorMartins, Thiago Guerrera
dc.contributor.authorSørbye, Sigrunn Holbek
dc.date.accessioned2018-07-26T08:24:30Z
dc.date.available2018-07-26T08:24:30Z
dc.date.issued2017-04-06
dc.description.abstract<i>INTRODUCTION</i>: The point of departure for our paper is that most modern statistical models are built to be flexible enough to model diverse data generating mechanisms. Good statistical practice requires us to limit this flexibility, which is typically controlled by a small number of parameters, to the amount “needed” to model the data at hand. The Bayesian framework provides a natural method for doing this although, as DD points out, this trend for penalising model complexity casts a broad shadow over all of modern statistics and data science.The PC prior framework argues for setting priors on these flexibility parameters that are specifically built to penalise a certain type of complexity and avoid overfitting. The discussants raised various points about this core idea. First, DD pointed out that while over-fitting a model is a bad thing, under-fitting is not better: we do not want Occam’s razor to slit our throat. We saw this behaviour when using a half-Normal prior on the distance, while the exponential prior does not lead to obvious attenuation of the estimates. This is confirmed experimentally by Klein and Kneib (2016).en_US
dc.descriptionSource at <a href=https://doi.org/10.1214/17-sts576rej> https://doi.org/10.1214/17-sts576rej</a>.en_US
dc.identifier.citationSimpson, D., Rue, H., Riebler, A., Martins, T.G. & Sørbye, S.H. (2017). You Just Keep on Pushing My Love over the Borderline: A Rejoinder. Statistical Science, 32(1), 44-46. https://doi.org/10.1214/17-sts576rejen_US
dc.identifier.cristinIDFRIDAID 1475866
dc.identifier.doi10.1214/17-STS576REJ
dc.identifier.issn0883-4237
dc.identifier.issn2168-8745
dc.identifier.urihttps://hdl.handle.net/10037/13281
dc.language.isoengen_US
dc.publisherInstitute of Mathematical Statistics (IMS)en_US
dc.relation.journalStatistical Science
dc.relation.projectIDinfo:eu-repo/grantAgreement/RCN/FRINATEK/240873/Norway/Penalised Complexity-priors: A new tool to define default priors and robustify Bayesian models//en_US
dc.rights.accessRightsopenAccessen_US
dc.subjectVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410en_US
dc.subjectVDP::Mathematics and natural science: 400::Mathematics: 410en_US
dc.titleYou Just Keep on Pushing My Love over the Borderline: A Rejoinderen_US
dc.typeJournal articleen_US
dc.typeTidsskriftartikkelen_US
dc.typePeer revieweden_US


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