Brittleness of Bayesian inference under finite information in a continuous world

DOI10.1214/15-EJS989zbMath1305.62123arXiv1304.6772OpenAlexW3105385755MaRDI QIDQ2514805

Houman Owhadi, Tim Sullivan, Clint Scovel

Publication date: 4 February 2015

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

Full work available at URL: https://arxiv.org/abs/1304.6772

zbMATH Keywords

robustnessBayesian inferencemisspecificationuncertainty quantificationoptimal uncertainty quantification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

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