Browsing Centro de Bioestadística y Bioinformática by Author "Fúquene, Jairo"
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A Case for Robust Bayesian Priors with applications to Clinical Trials
Fúquene, Jairo; Cook, John; Pericchi Guerra, Luis Raúl (Bayesian Analysis, 2009)Bayesian analysis is frequently confused with conjugate Bayesian analysis. This is particularly the case in the analysis of clinical trial data. Even though conjugate analysis is perceived to be simpler computationally ... -
An alternative to the Inverted Gamma for the variances to modelling outliers and structural breaks in dynamic models
Fúquene, Jairo; Pérez, María Eglée; Pericchi Guerra, Luis Raúl (Brazilian Journal of Probability and Statistics, 2014)In this paper, we propose a new wide class of hypergeometric heavy tailed priors that is given as the convolution of a Student-t density for the location parameter and a Scaled Beta 2 prior for the squared scale parameter. ... -
Modelling outliers and structural breaks in dynamic linear models with a novel use of a heavy tailed prior for the variances: An alternative to the Inverted Gamma
Fúquene, Jairo; Pérez, María Eglée; Pericchi Guerra, Luis RaúlIn this paper we propose a new wider class of hypergeometric heavy tailed priors that are given as the convolution of a Student-t density for the location parameter and a Scaled Beta2 prior for the variance. These priors ... -
Skeptical and Optimistic Robust Priors for Clinical Trials
Cook, John; Fúquene, Jairo; Pericchi Guerra, Luis RaúlA useful technique from the subjective Bayesian viewpoint, suggested by Spiegelhalter et al. (1994), is to ask the subject matter researchers and other parties involved, such as pharmaceutical companies and regulatory ...