Bayesian inference with misspecified models
From MaRDI portal
Publication:394761
DOI10.1016/j.jspi.2013.05.013zbMath1279.62066OpenAlexW2064505280MaRDI QIDQ394761
Publication date: 27 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2013.05.013
exchangeabilityregression modelsindependent and identically distributedBayesian asymptoticslearning modelmisspecified modelmixture of Dirichlet process modelstime series models
Related Items
Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests, Gibbs posterior inference on the minimum clinically important difference, Bayesian sandwich posteriors for pseudo-true parameters, A comparison of learning rate selection methods in generalized Bayesian inference, Causal inference under mis-specification: adjustment based on the propensity score (with discussion), Models as approximations. I. Consequences illustrated with linear regression, Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency, Stochastic approximation cut algorithm for inference in modularized Bayesian models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Slice sampling mixture models
- On a class of Bayesian nonparametric estimates: I. Density estimates
- Asymptotic behavior of Bayes estimates under possibly incorrect models
- Posterior consistency of Dirichlet mixtures in density estimation
- Converting information into probability measures with the Kullback-Leibler divergence
- The consistency of posterior distributions in nonparametric problems
- Misspecification in infinite-dimensional Bayesian statistics
- A Bayesian analysis of some nonparametric problems
- Objections to Bayesian statistics
- Posterior Sampling When the Normalizing Constant is Unknown
- Symmetric Measures on Cartesian Products
- Bayesian Nonparametrics
- Bayesian curve fitting using multivariate normal mixtures
- Sampling and Bayes' Inference in Scientific Modelling and Robustness
- Integral Representations of Invariant Measures
- Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
- Gibbs Sampling Methods for Stick-Breaking Priors
- Bayesian Density Estimation and Inference Using Mixtures
- Bayes Factors
- Bayesian Priors from Loss Matching
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- On Bayes procedures
- On Priors With a Kullback–Leibler Property
- On Information and Sufficiency
- Maximum Likelihood Estimation of Misspecified Models
- The case for objective Bayesian analysis
- Subjective Bayesian analysis: principles and practice