Prior Setting in Practice: Strategies and Rationales Used in Choosing Prior Distributions for Bayesian Analysis

DOI

Bayesian statistical analysis is steadily growing in popularity and use. Choosing priors is an integral part of Bayesian inference. While there exist extensive normative recommendations for prior setting, little is known about how priors are chosen in practice. We conducted a survey (N = 50) and interviews (N = 9) where we used interactive visualizations to elicit prior distributions from researchers experienced withBayesian statistics and asked them for rationales for those priors. We found that participants' experience and philosophy influence how much and what information they are willing to incorporate into their priors, manifesting as different levels of informativeness and skepticism. We also identified three broad strategies participants use to set their priors: centrality matching, interval matching, and visual mass allocation. We discovered that participants' understanding of the notion of"weakly informative priors"—a commonly-recommended normative approach to prior setting—manifests very differently across participants. Our results have implications both for how to develop prior setting recommendations and how to design tools to elicit priors in Bayesian analysis.