Sensitivity analysis for Bayesian hierarchical models

DOI10.1214/14-BA909zbMath1335.62059arXiv1312.4797OpenAlexW2963171485MaRDI QIDQ273598

Leonhard Held, Thiago G. Martins, Małgorzata Roos, Håvard Rue

Publication date: 22 April 2016

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

Full work available at URL: https://arxiv.org/abs/1312.4797

zbMATH Keywords

Hellinger distancecalibrationBayesian robustnessidentifiabilitybase priorBayesian hierarchical modelsformal local sensitivity measureoverparametrisation

Mathematics Subject Classification ID

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

Related Items

Adaptive prior weighting in generalized regression ⋮ Projecting the future burden of cancer: Bayesian age–period–cohort analysis with integrated nested Laplace approximations ⋮ Sensitivity and identification quantification by a relative latent model complexity perturbation in Bayesian meta‐analysis ⋮ Fitting logistic multilevel models with crossed random effects via Bayesian Integrated Nested Laplace Approximations: a simulation study ⋮ Bayesian analysis for imbalanced positive-unlabelled diagnosis codes in electronic health records ⋮ Measuring local sensitivity in Bayesian inference using a new class of metrics ⋮ Quantifying observed prior impact ⋮ Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion) ⋮ Revisiting the Samejima-Bolfarine-Bazán IRT models: new features and extensions ⋮ Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy ⋮ A Bayesian computer model analysis of robust Bayesian analyses ⋮ Bayesian correlated models for assessing the prevalence of viruses in organic and non-organic agroecosystems ⋮ Unnamed Item ⋮ Penalising model component complexity: a principled, practical approach to constructing priors ⋮ You just keep on pushing my love over the borderline: a rejoinder ⋮ Network meta-analysis with integrated nested Laplace approximations ⋮ On the geometry of Bayesian inference ⋮ Value of Information: Sensitivity Analysis and Research Design in Bayesian Evidence Synthesis ⋮ Bayesian estimation with integrated nested Laplace approximation for binary logit mixed models ⋮ Using prior expansions for prior-data conflict checking ⋮ Geometric sensitivity measures for Bayesian nonparametric density estimation models

Uses Software

• LISP-STAT
• BayesDA

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
• Bayesian local influence for survival models
• MCMC-based local parametric sensitivity estimations
• Asymptotic methods in statistical decision theory
• Differential-geometrical methods in statistics.
• Bayesian image restoration, with two applications in spatial statistics (with discussion)
• Further comments on some comments on a paper by Bradley Efron
• Robust Bayesian analysis using divergence measures
• Intrinsic losses
• Local sensitivity diagnostics for Bayesian inference
• On the overall sensitivity of the posterior distribution to its inputs
• Perturbation selection and influence measures in local influence analysis
• Sensitivity analysis in Bayesian generalized linear mixed models for binary data
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Bayesian influence analysis: a geometric approach
• Local Sensitivity of Inferences to Prior Marginals
• Sampling-Based Approaches to Calculating Marginal Densities
• Accurate Approximations for Posterior Moments and Marginal Densities
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Local predictive influence in bayesian linear models with conjugate priors
• Identifiability, Improper Priors, and Gibbs Sampling for Generalized Linear Models
• Approximate Inference in Generalized Linear Mixed Models
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Sensitivity Analysis in Practice
• Bayesian Biostatistics
• Bayesian Robustness
• Local Robustness in Bayesian Analysis
• Global and Local Robustness Approaches: Uses and Limitations
• Local influence on posterior distributions under multiplicative modes of perturbation
• Assessment of locally influential observations in Bayesian models
• Checking for prior-data conflict