Imprecision and prior-data conflict in generalized Bayesian inference

DOI10.1080/15598608.2009.10411924zbMath1211.62051OpenAlexW2031523887MaRDI QIDQ2431674

Gero Walter, Thomas Augustin

Publication date: 18 April 2011

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2009.10411924

zbMATH Keywords

prior-data conflictrobust Bayesian analysiscanonical exponential familyimprecise priorsgeneralized Bayesian inferencegeneralized Bayes' ruleimprecise Dirichlet model (IDM)posterior imprecision

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Reasoning under uncertainty in the context of artificial intelligence (68T37)

Related Items (13)

Bayesian nonparametric system reliability using sets of priors ⋮ Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach ⋮ Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory ⋮ On extreme points of p-boxes and belief functions ⋮ A minimum distance estimator in an imprecise probability model -- computational aspects and applications ⋮ Quantifying observed prior impact ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ A model of prior ignorance for inferences in the one-parameter exponential family ⋮ Sets of Priors Reflecting Prior-Data Conflict and Agreement ⋮ A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models ⋮ On the geometry of Bayesian inference ⋮ A Note on Learning Dependence under Severe Uncertainty ⋮ Minimum distance estimation in imprecise probability models

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