Computing Bounds on Expectations

DOI10.2307/2290285zbMath0762.62011OpenAlexW4237107632MaRDI QIDQ4031157

Joseph B. Kadane, Larry Alan Wasserman

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290285

zbMATH Keywords

sensitivityMonte Carlo methodstotal variation metricupper and lower probabilitiesdensity ratio classrobust Bayesian inferencedensity bounded classbounding posterior expectationsbounds on prior expectations

Mathematics Subject Classification ID

Bayesian inference (62F15)

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Linearization of Bayesian robustness problems ⋮ Bayesian robustness in bidimensional models: Prior independence. (With discussion) ⋮ Inferences for hierarchical models with partial prior information ⋮ An overview of robust Bayesian analysis. (With discussion) ⋮ Prior assessments for bands of probability measures: Empirical Bayes analysis ⋮ Density based classes of priors: Infinitesimal properties and approximations ⋮ Classes of bidimensional priors specified on a collection of sets: Bayesian robustness ⋮ MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS ⋮ Bounds on generalized linear predictors with incomplete outcome data ⋮ Axioms for minimax regret choice correspondences ⋮ STATISTICAL INFERENCES BASED ON A SECOND-ORDER POSSIBILITY DISTRIBUTION ⋮ A likelihood based robust Bayesian summary ⋮ Credal networks

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