Meta-analysis of Bayesian analyses
Paul Blomstedt, Diego Mesquita, Omar Rivasplata, Jarno Lintusaari,, Tuomas Sivula, Jukka Corander, Samuel Kaski

TL;DR
This paper introduces a novel Bayesian meta-analysis framework that combines posterior distributions from multiple studies, allowing for efficient integration, updating, and sharing of statistical strength without re-analyzing original data.
Contribution
It presents a new method for combining and updating Bayesian posteriors across studies, including likelihood-free analyses, without needing detailed data or re-computation.
Findings
Enables combining pre-computed posteriors from different studies.
Allows post-hoc updating and refinement of local posteriors.
Facilitates meta-analysis of likelihood-free Bayesian methods.
Abstract
Meta-analysis aims to generalize results from multiple related statistical analyses through a combined analysis. While the natural outcome of a Bayesian study is a posterior distribution, traditional Bayesian meta-analyses proceed by combining summary statistics (i.e., point-valued estimates) computed from data. In this paper, we develop a framework for combining posterior distributions from multiple related Bayesian studies into a meta-analysis. Importantly, the method is capable of reusing pre-computed posteriors from computationally costly analyses, without needing the implementation details from each study. Besides providing a consensus across studies, the method enables updating the local posteriors post-hoc and therefore refining them by sharing statistical strength between the studies, without rerunning the original analyses. We illustrate the wide applicability of the framework…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Statistical Methods and Inference · Statistical Methods and Bayesian Inference
