Elicitation of multivariate prior distributions: A nonparametric Bayesian approach

In the context of Bayesian statistical analysis, elicitation is the process of formulating a prior density f(.) about one or more uncertain quantities to represent a person's knowledge and beliefs. Several different methods of eliciting prior distributions for one unknown parameter have been proposed. However, there are relatively few methods for specifying a multivariate prior distribution and most are just applicable to specific classes of problems and/or based on restrictive conditions, such as independence of variables. Besides, many of these procedures require the elicitation of variances and correlations, and sometimes elicitation of hyperparameters which are difficult for experts to specify in practice. Garthwaite et al. (2005) discuss the different methods proposed in the literature and the difficulties of eliciting multivariate prior distributions. We describe a flexible method of eliciting multivariate prior distributions applicable to a wide class of practical problems. Our approach does not assume a parametric form for the unknown prior density f(.), instead we use nonparametric Bayesian inference, modelling f(.) by a Gaussian process prior distribution. The expert is then asked to specify certain summaries of his/her distribution, such as the mean, mode, marginal quantiles and a small number of joint probabilities. The analyst receives that information, treating it as a data set D with which to update his/her prior beliefs to obtain the posterior distribution for f(.). Theoretical properties of joint and marginal priors are derived and numerical illustrations to demonstrate our approach are given. (C) 2010 Elsevier B.V. All rights reserved.

Computational support for the process of software requirement specification

The software industry has become more and more concerned with the appropriate application of activities that composes requirement engineering as a way to improve the quality of its products. In order to support these activities, several computational tools have been available in the market, although it is still possible to find a lack of resources related to some activities. In this context, this paper proposes the inclusion of a module to aid in the requirements specification to a tool called Requirements Elicitation Support Tool. This module allows to specify requirements in accordance with IEEE 830 standard, thus contributing to the documentation of the requirements established for a software system, besides supporting the learning of concepts related to the requirements specification, which improves the skills of users of the tool. © 2012 IEEE.