Brittleness of Bayesian inference under finite information in a continuous world

DOI10.1214/15-EJS989zbMath1305.62123arXiv1304.6772OpenAlexW3105385755MaRDI QIDQ2514805

Houman Owhadi, Tim Sullivan, Clint Scovel

Publication date: 4 February 2015

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

Full work available at URL: https://arxiv.org/abs/1304.6772

zbMATH Keywords

robustnessBayesian inferencemisspecificationuncertainty quantificationoptimal uncertainty quantification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (17)

General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications ⋮ Qualitative Robustness in Bayesian Inference ⋮ Generalized Bayes approach to inverse problems with model misspecification ⋮ Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games ⋮ Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems ⋮ Deep learning of vortex-induced vibrations ⋮ Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients ⋮ On the Brittleness of Bayesian Inference ⋮ A modern retrospective on probabilistic numerics ⋮ Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations ⋮ Optimally weighted loss functions for solving PDEs with neural networks ⋮ Learning dynamical systems from data: a simple cross-validation perspective. I: Parametric kernel flows ⋮ On the local Lipschitz stability of Bayesian inverse problems ⋮ Uncertainty quantification of the 4th kind; optimal posterior accuracy-uncertainty tradeoff with the minimum enclosing ball ⋮ Numerical Gaussian Processes for Time-Dependent and Nonlinear Partial Differential Equations ⋮ Bayesian Numerical Homogenization ⋮ Do ideas have shape? Idea registration as the continuous limit of artificial neural networks

Cites Work

• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• An analysis of Bayesian inference for nonparametric regression
• Equivalence and perpendicularity of Gaussian processes
• Brittleness of Bayesian inference and new Selberg formulas
• Prior envelopes based on belief functions
• On the consistency of Bayes estimates
• Topological games: on the 50th anniversary of the Banach-Mazur game
• One-sided inference about functionals of a density
• Convex analysis and measurable multifunctions
• Integral representation in the set solutions of a generalized moment problem
• Topological games and hyperspace topologies
• Consistency of Bayes estimates for nonparametric regression: normal theory
• Linearization of Bayesian robustness problems
• The dilation phenomenon in robust Bayesian inference. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• The theory of interval-probability as a unifying concept for uncertainty
• New approaches to Bayesian consistency
• The interplay of Bayesian and frequentist analysis
• On the extension of von Neumann-Aumann's theorem
• Asymptotic properties of posterior distributions derived from misspecified models
• Local sensitivity diagnostics for Bayesian inference
• The Bernstein-von Mises theorem under misspecification
• On the Bernstein-von Mises phenomenon in the Gaussian white noise model
• The consistency of posterior distributions in nonparametric problems
• Failure of calibration is typical
• Bootstrap prediction and Bayesian prediction under misspecified models
• Misspecification in infinite-dimensional Bayesian statistics
• Objections to Bayesian statistics
• On Bayesian Consistency
• Optimal Uncertainty Quantification
• Inverse problems: A Bayesian perspective
• Bayes' Theorem in the 21st Century
• The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
• On a property of normal distributions of any stochastic process
• Simplexes and Vector Lattices
• The importance of the Selberg integral
• Analyse 1: Utilisation des vocalisations pour différencier trois hardes de phoques
• Real Analysis and Probability
• 10.1162/153244304773936090
• Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
• Optimal Inequalities in Probability Theory: A Convex Optimization Approach
• Robust Estimation of a Location Parameter
• On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
• A Necessary and Sufficient Condition for the Existence of Consistent Estimates
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• On Bayes procedures
• Consistency a Posteriori
• Consistent Estimates and Zero-One Sets
• An Introduction to the Theory of Point Processes
• NON-NORMALITY AND TESTS ON VARIANCES
• Maximum Likelihood Estimation of Misspecified Models
• Lectures on Choquet's theorem
• Measure and integration theory. Transl. from the German by Robert B. Burckel
• The case for objective Bayesian analysis
• 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
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Brittleness of Bayesian inference under finite information in a continuous world