Infinitesimal sensitivity of posterior distributions

DOI10.2307/3315811zbMath0779.62028OpenAlexW2131356183MaRDI QIDQ4272583

Fabrizio Ruggeri, Larry Alan Wasserman

Publication date: 19 January 1994

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

Full work available at URL: https://doi.org/10.2307/3315811

zbMATH Keywords

boundBayesian robustnesspriorsglobal sensitivitylikelihood regionclasses of measureslocal sensitivity of posterior expectationsmost robust regionnorm of the Fréchet derivativeposterior upper expectationrestricted epsilon contamination class

Mathematics Subject Classification ID

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

Related Items (22)

Robust Bayesian diagnostics ⋮ An overview of robust Bayesian analysis. (With discussion) ⋮ Robust Bayesian analysis given priors on partition sets ⋮ Density based classes of priors: Infinitesimal properties and approximations ⋮ On Bayesian robustness with the \(\varepsilon\)-contamination class of priors ⋮ Local sensitivity of density bounded priors ⋮ The conflict between improper priors and robustness ⋮ Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors ⋮ Local sensitivity diagnostics for Bayesian inference ⋮ Local sensitivity of posterior expectations ⋮ On the imposition of shape constraints in a robust Bayesian analysis ⋮ A study of Bayesian local robustness with applications in actuarial statistics ⋮ Sensitivity analysis in statistical decision theory: A decision analytic view ⋮ Joint sensitivity in Bayesian decision theory ⋮ On the overall sensitivity of the posterior distribution to its inputs ⋮ On the influence of the prior distribution in image reconstruction ⋮ Bayesian robustness for decision making problems: applications in medical contexts ⋮ Approximate models and robust decisions ⋮ MCMC-based local parametric sensitivity estimations ⋮ A Simple Method to Study Sensitivity of BMP's ⋮ On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior ⋮ Bayesian Forecasting for Accident Proneness Evaluation

Cites Work

• Ranges of posterior measures for priors with unimodal contaminations
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• On the consistency of Bayes estimates
• Robust Bayesian analysis: sensitivity to the prior
• A robust Bayesian interpretation of likelihood regions
• Density based classes of priors: Infinitesimal properties and approximations
• Robust Bayesian diagnostics
• Robust bayesian analysis given a lower bound on the probability of a set
• Posterior ranges of functions of parameters under priors with specified quantiles

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