Case-deletion importance sampling estimators: central limit theorems and related results

DOI10.1214/08-EJS259zbMath1320.62046arXiv0807.0725OpenAlexW3100536704MaRDI QIDQ1951773

Mario Peruggia, Steven N. MacEachern, Ilenia Epifani

Publication date: 24 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.0725

zbMATH Keywords

tail behaviorMarkov chain Monte Carloinfluenceinfinite variancemoment indexleveragemodel averagingmarginal residual sum of squares

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Bayesian inference (62F15) Diagnostics, and linear inference and regression (62J20)

Related Items (10)

Information criteria and cross validation for Bayesian inference in regular and singular cases ⋮ Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC ⋮ Semiparametric spatial model for interval-censored data with time-varying covariate effects ⋮ Recent advances in algebraic geometry and Bayesian statistics ⋮ A survey of Bayesian predictive methods for model assessment, selection and comparison ⋮ An efficient computational approach for prior sensitivity analysis and cross‐validation ⋮ Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC ⋮ Bayesian beta regression for bounded responses with unknown supports ⋮ Implicitly adaptive importance sampling ⋮ Reconciling Curvature and Importance Sampling Based Procedures for Summarizing Case Influence in Bayesian Models

Uses Software

• BUGS

Cites Work

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