A general method for robust Bayesian modeling

DOI10.1214/17-BA1090zbMath1407.62088arXiv1510.05078MaRDI QIDQ1631602

Chong Wang, David M. Blei

Publication date: 6 December 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05078

zbMATH Keywords

empirical Bayesrobust statisticsgeneralized linear modelsexpectation-maximizationprobabilistic modelsvariational inferencetopic models

Mathematics Subject Classification ID

Bayesian inference (62F15) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

AQUA: automated quantized inference for probabilistic programs, Asymptotically Exact Data Augmentation: Models, Properties, and Algorithms, General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, Quantile regression for overdispersed count data: a hierarchical method, Bayesian computation for Log-Gaussian Cox processes: a comparative analysis of methods, Dynamical Systems Approach to Outlier Robust Deep Neural Networks for Regression

Uses Software

• R
• MASS (R)
• BayesDA
• STRUCTURE
• NUTS
• PRMLT

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