Bidhendi Yarandi R, Mansournia MA, Zeraati H, Mohammad K. An intuitive framework for Bayesian posterior simulation methods.
GLOBAL EPIDEMIOLOGY 2021;
3:100060. [PMID:
37635729 PMCID:
PMC10445998 DOI:
10.1016/j.gloepi.2021.100060]
[Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/17/2021] [Revised: 08/10/2021] [Accepted: 08/10/2021] [Indexed: 10/20/2022] Open
Abstract
Purpose
Bayesian inference has become popular. It offers several pragmatic approaches to account for uncertainty in inference decision-making. Various estimation methods have been introduced to implement Bayesian methods. Although these algorithms are powerful, they are not always easy to grasp for non-statisticians. This paper aims to provide an intuitive framework of four essential Bayesian computational methods for epidemiologists and other health researchers. We do not cover an extensive mathematical discussion of these approaches, but instead offer a non-quantitative description of these algorithms and provide some illuminating examples.
Materials and methods
Bayesian computational methods, namely importance sampling, rejection sampling, Markov chain Monte Carlo, and data augmentation are presented.
Results and conclusions
The substantial amount of research published on Bayesian inference has highlighted its popularity among researchers, while the basic concepts are not always straightforward for interested learners. We show that alternative approaches such as a weighted prior approach, which are intuitively appealing and easy-to-understand, work well in the case of low-dimensional problems and appropriate prior information. Otherwise, MCMC is a trouble-free tool in those cases.
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