Bayesian model diagnostics using functional Bregman divergence

DOI10.1016/j.jmva.2013.11.008zbMath1359.62083OpenAlexW1998595137MaRDI QIDQ392102

Gyuhyeong Goh, Dey, Dipak K.

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.008

zbMATH Keywords

importance samplingMarkov chain Monte CarloBayesian robustnesscircular dataBregman divergenceGaussian approximation

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Multivariate analysis (62H99) Bayesian inference (62F15) General considerations in statistical decision theory (62C05)

Related Items (9)

Bregman divergence to generalize Bayesian influence measures for data analysis ⋮ Myopic robust index tracking with Bregman divergence ⋮ Bayesian influence diagnostics using normalized functional Bregman divergence ⋮ An online optimization algorithm for the real-time quantum state tomography ⋮ TESTING FOR RANDOM EFFECTS IN COMPOUND RISK MODELS VIA BREGMAN DIVERGENCE ⋮ Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis ⋮ Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications ⋮ A shared spatial model for multivariate extreme-valued binary data with non-random missingness ⋮ Bayesian and robust Bayesian analysis in a general setting

Cites Work

• Generalized extreme value regression for binary response data: an application to B2B electronic payments system adoption
• Robust Bayesian analysis using divergence measures
• Normal approximation to the posterior distribution for generalized linear models with many covariates
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• Generalized projections for non-negative functions
• On convergence of posterior distributions
• Functional Bregman Divergence and Bayesian Estimation of Distributions
• Importance-Weighted Marginal Bayesian Posterior Density Estimation
• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
• Bayesian analysis of outlier problems using divergence measures
• $\alpha$-Divergence Is Unique, Belonging to Both $f$-Divergence and Bregman Divergence Classes
• Bayesian Analysis of Binary and Polychotomous Response Data
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Bayesian model diagnostics using functional Bregman divergence