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ASRB NET Bayesian Inference: practice questions

ASRB NET - Agricultural Statistics (and Computer Application / Bioinformatics) · India · Agricultural Scientists Recruitment Board (ICAR)

Original practice questions written to the published syllabus · not past papers
10worked here, free
36written to this exam in this subject
11syllabus units

What this subject covers

Inference through prior and posterior: conjugate analysis, prior choice, credible intervals, Bayes factors and decision theory, hierarchical models, and computation by Markov-chain Monte Carlo, with agricultural uses in variety trials, genomic prediction and small-area estimation.

In the exams: Not an explicit unit in AICE-JRF Ag Stat; PhD course in most programmes; GATE ST Bayes' theorem (light); UPSC ISS decision theory (present)

What ASRB NET asks from it

ASRB NET / ARS interviews and research-institute recruitment

Applied understanding of shrinkage, BLUP, hierarchical variety-trial analysis and reporting of Bayesian results.

Where the 36 questions fall

How our questions for ASRB NET spread across the units of Bayesian Inference. Difficulty: 5 easy, 28 medium, 3 hard.

Hierarchical (multilevel) models6
Non-informative and weakly informative priors4
Convergence diagnostics4
Empirical Bayes4
Bayes' theorem for parameters: prior, likelihood and posterior3
Posterior summaries and credible intervals3
Bayesian hypothesis testing and Bayes factors3
Decision theory: loss functions and Bayes risk3
Posterior predictive checks and model comparison (DIC, WAIC)3
Markov chain Monte Carlo: Gibbs sampling and Metropolis-Hastings2
Conjugate families1

10 practice questions, worked

Choose an answer, then open the working. Each explanation says why the right answer is right and why the others are not.

1 · Non-informative and weakly informative priors · easy

A uniform prior is placed on a germination probability p. Which statement is correct?

  1. It is improper, because p has no upper bound
  2. It is Jeffreys' prior for the binomial model
  3. It is not uniform on the log-odds scale
  4. It is uniform on every transformation of p
Answer and working

C. It is not uniform on the log-odds scale

Flatness depends on the parameterisation; transforming p changes the density by the Jacobian. The uniform on (0, 1) is proper, and Jeffreys' prior is beta(1/2, 1/2), not uniform.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

2 · Non-informative and weakly informative priors · medium

Experts give a median and a 90% range for the yield response to a new practice. What does experience with elicited priors suggest?

  1. Elicited priors need no sensitivity analysis once fitted
  2. Experts tend to be under-confident, so elicited priors are narrowed
  3. Experts tend to be over-confident, so elicited priors are widened
  4. The expert median should replace the data in the analysis
Answer and working

C. Experts tend to be over-confident, so elicited priors are widened

Studies of elicitation show over-confidence: stated ranges are too narrow. Widening the prior and reporting sensitivity to it are standard practice.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

3 · Bayesian hypothesis testing and Bayes factors · medium

For a poor seed lot (germination 0.7) against a good one (0.9), 7 of 10 seeds germinate, so the Bayes factor for 'poor' is 4.65. The prior probability of 'poor' is 0.2. What is the posterior probability of 'poor'?

  1. 0.200
  2. 0.538
  3. 0.823
  4. 0.930
Answer and working

B. 0.538

Prior odds 0.2/0.8 = 0.25; posterior odds 0.25 × 4.65 = 1.162; probability 1.162/(1 + 1.162) = 0.538. 0.823 assumes even prior odds; 0.930 multiplies the probability, not the odds.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

4 · Decision theory: loss functions and Bayes risk · medium

Before a further season of variety trials, an analyst computes the expected value of sample information (EVSI). How is it used?

  1. Reject the variety if EVSI is below zero
  2. Use EVSI as the prior mean for yield
  3. Release the variety if EVSI is positive
  4. Run them only if EVSI exceeds their cost
Answer and working

D. Run them only if EVSI exceeds their cost

EVSI is the expected improvement in the decision's value from the extra data; it is never negative. Comparing it with the trial cost decides whether the information is worth buying.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

5 · Hierarchical (multilevel) models · medium

Trial means vary around μ = 5.0 t/ha with τ = 0.4. A trial with mean 6.2 and standard error 0.6 is analysed with the normal hierarchical model. What is its shrunken estimate?

  1. 5.37 t/ha
  2. 5.60 t/ha
  3. 5.96 t/ha
  4. 6.20 t/ha
Answer and working

A. 5.37 t/ha

B = σ²/(σ² + τ²) = 0.36/0.52 = 0.692; estimate = (1 − B) × 6.2 + B × 5.0 = 5.37. 5.96 would apply to a trial with standard error 0.2; 5.60 is a simple average.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

6 · Hierarchical (multilevel) models · medium

In a hierarchical model, what happens to the group estimates as the between-group variance τ² → 0, and as τ² → ∞?

  1. τ² → 0 gives complete pooling; τ² → ∞ gives no pooling
  2. Both limits give the overall mean for every group
  3. τ² → 0 gives no pooling; τ² → ∞ gives complete pooling
  4. Both limits give the same estimates as the group means
Answer and working

A. τ² → 0 gives complete pooling; τ² → ∞ gives no pooling

With B = σ²/(σ² + τ²): τ² → 0 makes B → 1 (all groups at μ); τ² → ∞ makes B → 0 (each group keeps its own estimate).

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

7 · Convergence diagnostics · medium

What does Geweke's diagnostic test?

  1. Independence of the prior and the likelihood
  2. Normality of the posterior distribution
  3. Equality of means in an early and a late segment of one chain
  4. Equality of variances between several chains
Answer and working

C. Equality of means in an early and a late segment of one chain

Geweke compares the mean of, say, the first 10% and the last 50% of a chain with a z-score adjusted for autocorrelation; a large |z| suggests the chain had not settled.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

8 · Empirical Bayes · medium

How does parametric empirical Bayes estimate the hyperparameters of the prior?

  1. From the marginal distribution of the data
  2. By fixing them at values that make the prior flat
  3. From the posterior of each unit separately
  4. From expert opinion elicited before the study
Answer and working

A. From the marginal distribution of the data

EB maximises (or matches moments of) m(x | η) = ∫ f(x | θ)π(θ | η)dθ, so the data choose the prior. Elicitation is a fully Bayesian route.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

9 · Empirical Bayes · medium

District crop-yield estimates from a sample survey are noisy for districts with few crop-cutting experiments. Which model combines them with satellite-based predictions by shrinkage?

  1. The Pearson Type III model
  2. The Neyman-Scott model
  3. The Fay-Herriot area-level model
  4. The Wald sequential model
Answer and working

C. The Fay-Herriot area-level model

Fay-Herriot shrinks each direct district estimate towards a regression prediction, with weights depending on the estimate's sampling variance; it is the standard area-level small-area model.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

10 · Empirical Bayes · medium

When the number of groups is large, how do empirical Bayes and full hierarchical Bayes estimates of group means compare?

  1. They diverge, because empirical Bayes ignores the data
  2. Full Bayes always shrinks less than empirical Bayes
  3. They are close, because hyperparameter uncertainty is small
  4. Empirical Bayes estimates equal the raw group means
Answer and working

C. They are close, because hyperparameter uncertainty is small

With many groups the hyperparameters are well estimated, so plugging them in loses little. The two differ most with few groups.

Further reading: Gelman et al., Bayesian Data Analysis; Berger, Statistical Decision Theory and Bayesian Analysis; Robert, The Bayesian Choice

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Read the subject

Bayesian InferenceThe full study manual, free ASRB NETFormat, sections and how it has changed

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Bayesian Inference for other exams

GATE · IndiaIIT JAM · IndiaICAR AICE-JRF/SRF · IndiaCSIR-UGC NET · IndiaCUET-PG · IndiaIndian Statistical Institute admission tests · IndiaASRB Agricultural Research Service · India

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