Expert-elicitation method for non-parametric joint priors using normalizing flows

We propose an expert-elicitation method for learning non-parametric joint prior distributions using normalizing flows. Normalizing flows are a class of generative models that enable exact, single-step density evaluation and can capture complex density functions through specialized deep neural networks. Building on our previously introduced simulation-based framework, we adapt and extend the methodology to accommodate non-parametric joint priors. Our framework thus supports the development of elicitation methods for learning both parametric and non-parametric priors, as well as independent or joint priors for model parameters. To evaluate the performance of the proposed method, we perform four simulation studies and present an evaluation pipeline that incorporates diagnostics and additional evaluation tools to support decision-making at each stage of the elicitation process.

Simulation-Based Prior Knowledge Elicitation for Parametric Bayesian Models

A central characteristic of Bayesian statistics is the ability to consistently incorporate prior knowledge into various modeling processes. In this paper, we focus on translating domain expert knowledge into corresponding prior distributions over model parameters, a process known as prior elicitation. Expert knowledge can manifest itself in diverse formats, including information about raw data, summary statistics, or model parameters. A major challenge for existing elicitation methods is how to effectively utilize all of these different formats in order to formulate prior distributions that align with the expert's expectations, regardless of the model structure. To address these challenges, we develop a simulation-based elicitation method that can learn the hyperparameters of potentially any parametric prior distribution from a wide spectrum of expert knowledge using stochastic gradient descent. We validate the effectiveness and robustness of our elicitation method in four representative case studies covering linear models, generalized linear models, and hierarchical models. Our results support the claim that our method is largely independent of the underlying model structure and adaptable to various elicitation techniques, including quantile-based, moment-based, and histogram-based methods.