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A prior that express lack of detailed information or lack of any information at all.

8 votes
1 answer
1k views

Choosing non-informative priors

I am working on a model relying on an ugly parametrized function acting as a calibration function on a part of the model. Using a Bayesian setting, I need to get non-informative priors for the paramet …
beuhbbb's user avatar
  • 5,093
2 votes
0 answers
576 views

Is Independent jeffreys prior different from independent reference prior?

I have a model involving two scalar parameters $\theta_1$ and $\theta_2$ and derived the Jeffreys prior for $\theta_1$ and $\theta_2$ independently (so for, e.g. $\pi(\theta_1)$, setting in the normal …
beuhbbb's user avatar
  • 5,093