Sensitivity of the fractional Bayes factor to prior distributions

DOI10.2307/3315983zbMath0962.62022OpenAlexW2133315500WikidataQ61856258 ScholiaQ61856258MaRDI QIDQ4521143

Anthony O'Hagan, C. Conigliani

Publication date: 19 June 2001

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

Full work available at URL: https://semanticscholar.org/paper/7f206f75bf08fc257e52d9808168fe0b733bb1b8

zbMATH Keywords

sensitivitytraining samplefractional Bayes factorGateaux differential

Mathematics Subject Classification ID

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

Related Items (12)

Bayesian assessment of goodness of fit against nonparametric alternatives ⋮ A ROBUST BAYESIAN APPROACH FOR UNIT ROOT TESTING ⋮ Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses ⋮ Automatic Bayes factors for testing variances of two independent normal distributions ⋮ Bayesian analysis of autoregressive time series with change points ⋮ On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests ⋮ Bayes factor testing of multiple intraclass correlations ⋮ Alternative Bayes factors: Sample size determination and discriminatory power assessment ⋮ Consistent fractional Bayes factor for nested normal linear models ⋮ A Bayesian nonparametric method for model evaluation: application to genetic studies ⋮ Bayesian estimation of cognitive decline in patients with alzheimer's disease ⋮ A generalized predictive criterion for model selection

Cites Work

• Robust Bayesian analysis: sensitivity to the prior
• Robust statistics: From classical to Bayesian analysis
• The conflict between improper priors and robustness
• Local sensitivity of posterior expectations
• The Intrinsic Bayes Factor for Model Selection and Prediction
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles

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