A robust Bayesian interpretation of likelihood regions

DOI10.1214/AOS/1176347277zbMath0681.62006OpenAlexW2091900561WikidataQ93963175 ScholiaQ93963175MaRDI QIDQ1823570

Larry Alan Wasserman

Publication date: 1989

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176347277

zbMATH Keywords

confidence intervalsrobust Bayesian inferenceposterior probability contentcontaminations of the priorcredible regionsLikelihood regions

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (21)

Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder) ⋮ Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision ⋮ Robust Bayesian diagnostics ⋮ An overview of robust Bayesian analysis. (With discussion) ⋮ Infinitesimal sensitivity of posterior distributions ⋮ On ε-contaminated priors with quantile and piece-wise unimodality constraints ⋮ Optimal robust Bayes estimation ⋮ Optimal robust credible sets for density-bounded priors ⋮ Bayesian robustness of credible regions in the presence of nuisance parameters ⋮ Optimal error regions for quantum state estimation ⋮ Bayesian Robustness of the Positive False Discovery Rate ⋮ Bayesian Robustness of the Posterior Predictivep-Value ⋮ Optimally robust credible sets with a class of priors ⋮ Approximate Bayesian computation via regression density estimation ⋮ Robust machine learning algorithms for text analysis ⋮ Optimally and computations for relative surprise inferences ⋮ Robust Bayesian analysis of the binomial empirical Bayes problem ⋮ A likelihood based robust Bayesian summary ⋮ On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior ⋮ Robust bayesian analysis given a lower bound on the probability of a set ⋮ Optimal robust credible sets for contaminated priors

This page was built for publication: A robust Bayesian interpretation of likelihood regions