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Combining expert opinions in prior elicitation

Abstract : 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).
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https://hal.archives-ouvertes.fr/hal-01004440
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Isabelle Albert, Sophie Donnet, Chantal Guihenneuc-Jouyaux, Samantha Low-Choy, Kerrie Mengersen, et al.. Combining expert opinions in prior elicitation. Bayesian Analysis, International Society for Bayesian Analysis, 2012, 7 (3), pp.503-531. ⟨10.1214/12-BA717⟩. ⟨hal-01004440⟩

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