Bayesian robustness modeling using regularly varying distributions

DOI10.1214/06-BA106zbMath1331.62175OpenAlexW2073473411MaRDI QIDQ5965253

José A. A. Andrade, Anthony O'Hagan

Publication date: 2 March 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340371079

zbMATH Keywords

regular variationheavy-tailed distributionsBayesian robustnessconflicting informationcredence

Mathematics Subject Classification ID

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

Related Items (24)

Log-regularly varying scale mixture of normals for robust regression ⋮ Bayesian Robustness Modelling of Location and Scale Parameters ⋮ Diagnostics of prior-data agreement in applied Bayesian analysis ⋮ General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications ⋮ Modelling conflicting information using subexponential distributions and related classes ⋮ Robust Bayesian inference via γ-divergence ⋮ An alternative to the inverted gamma for the variances to modelling outliers and structural breaks in dynamic models ⋮ On the robustness to outliers of the Student‐t process ⋮ Simulating risk measures via asymptotic expansions for relative errors ⋮ A class of flat prior distributions for the Poisson‐gamma hierarchical model ⋮ Bayesian robustness modelling using the O‐regularly varying distributions ⋮ Exact posterior distribution for nonconjugate Pareto models ⋮ Isoseparation and robustness in parametric Bayesian inference ⋮ A characterization of Bayesian robustness for a normal location parameter ⋮ Bayesian heavy-tailed models and conflict resolution: a review ⋮ Checking for prior-data conflict using prior-to-posterior divergences ⋮ Robust likelihood functions in Bayesian inference ⋮ On the Robustness of Bayesian Modelling of Location and Scale Structures Using Heavy-Tailed Distributions ⋮ On the robustness of Bayesian networks to learning from non-conjugate sampling ⋮ Bayesian model robustness via disparities ⋮ Conflict diagnostics in directed acyclic graphs, with applications in Bayesian evidence synthesis ⋮ Robustness to outliers in location-scale parameter model using log-regularly varying distributions ⋮ Robust approximate Bayesian inference ⋮ Robust Bayesian seemingly unrelated regression model

This page was built for publication: Bayesian robustness modeling using regularly varying distributions