Bayesian model robustness via disparities

DOI10.1007/s11749-014-0360-zzbMath1308.62053arXiv1112.4213OpenAlexW2050158131MaRDI QIDQ2513941

Giles Hooker, Anand N. Vidyashankar

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4213

zbMATH Keywords

posterioroutliersHellinger distanceBayesian inferenceMCMCkernel densitydeviance testnegative exponential disparity

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Consistency, efficiency and robustness of conditional disparity methods, General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, Robust Bayesian inference via γ-divergence, Comments on: ``On active learning methods for manifold data, Robust estimation in controlled branching processes: Bayesian estimators via disparities, On Bayesian estimation via divergences, On a new class of multivariate prior distributions: theory and application in reliability, Robust and Scalable Bayes via a Median of Subset Posterior Measures, A general set up for minimum disparity estimation, Robust Bayes estimation using the density power divergence

Uses Software

• LearnBayes
• KernSmooth
• robustbase

Cites Work

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