Comments on: Hierarchical Bayesian Batting Ability, with Multiple Comparisons http://lingpipe-blog.com/2009/11/04/hierarchicalbayesian-batting-ability-with-multiple-comparisons/ Natural Language Processing and Text Analytics Sun, 28 Apr 2013 22:30:55 +0000 hourly 1 http://wordpress.com/ By: Bob Carpenter http://lingpipe-blog.com/2009/11/04/hierarchicalbayesian-batting-ability-with-multiple-comparisons/#comment-21222 Tue, 11 Dec 2012 22:56:04 +0000 http://lingpipe-blog.com/?p=2935#comment-21222 Not that I know of because the model’s not conjugate for alpha and beta. I don’t think there is a conjugate prior that’d work, but this is hardly my area of expertise. You might be interested in Tom Minka’s paper, “Estimating a Dirichlet distribution”:

http://research.microsoft.com/en-us/um/people/minka/papers/dirichlet/

]]> By: Falk http://lingpipe-blog.com/2009/11/04/hierarchicalbayesian-batting-ability-with-multiple-comparisons/#comment-21221 Tue, 11 Dec 2012 22:51:33 +0000 http://lingpipe-blog.com/?p=2935#comment-21221 Do you think it is possible to derive analytical update equations for alpha and beta?

]]> By: Probability Measures and Random Variables « LingPipe Blog http://lingpipe-blog.com/2009/11/04/hierarchicalbayesian-batting-ability-with-multiple-comparisons/#comment-5982 Sat, 12 Dec 2009 22:59:50 +0000 http://lingpipe-blog.com/?p=2935#comment-5982 [...] multivariate density functions explicitly and reason through integration. For instance, in the hierarchical batting ability model I discussed as an example of Bayesian inference, the model is fully described by the [...]

]]> By: Gregor Gorjanc http://lingpipe-blog.com/2009/11/04/hierarchicalbayesian-batting-ability-with-multiple-comparisons/#comment-5816 Fri, 06 Nov 2009 01:52:41 +0000 http://lingpipe-blog.com/?p=2935#comment-5816 You can also obtain ranks directly with BUGS – take a look at functions rank*.

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