MCMC-based local parametric sensitivity estimations

DOI10.1016/j.csda.2005.09.005zbMath1157.62364OpenAlexW2031267403MaRDI QIDQ1010424

Carlos J. Pérez, Jacinto Martín, María Jesús Rufo

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.09.005

zbMATH Keywords

simulationBayesian inferenceMCMCBayesian decision theory

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (8)

Sensitivity analysis for Bayesian hierarchical models ⋮ Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy ⋮ A Bayesian computer model analysis of robust Bayesian analyses ⋮ Bayesian influence analysis of generalized partial linear mixed models for longitudinal data ⋮ Bayesian analysis of a generalized lognormal distribution ⋮ Bayesian robustness for decision making problems: applications in medical contexts ⋮ Unnamed Item ⋮ Bayesian local influence analysis of skew-normal spatial dynamic panel data models

Uses Software

• CODA
• WinBUGS

Cites Work

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• Density based classes of priors: Infinitesimal properties and approximations
• Robust Bayesian diagnostics
• Infinitesimal sensitivity of posterior distributions
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Bayesian Robustness
• Global and Local Robustness Approaches: Uses and Limitations
• Robust Bayesian analysis

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