Linearization of Bayesian robustness problems

DOI10.1016/0378-3758(93)90109-JzbMath0850.62303MaRDI QIDQ1329695

Robert L. Wolpert, Michael Lavine, Larry Alan Wasserman

Publication date: 18 September 1994

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

nonlinear optimizationchoice of priorupper and lower probabilitieslinearization algorithmlinearization techniqueaccurate approximations to posterior boundsBayesian robustness problemslinear optimizations

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Miscellaneous topics in calculus of variations and optimal control (49N99) Probabilistic methods, stochastic differential equations (65C99)

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