General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications

DOI10.5705/SS.202019.0450OpenAlexW3173781231WikidataQ115479366 ScholiaQ115479366MaRDI QIDQ5066774

Tuhin Majumder, Abhik Ghosh, Ayanendranath Basu

Publication date: 30 March 2022

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.202019.0450

zbMATH Keywords

logistic regressionexponential convergencedensity power divergenceBayesian linear regressionrobust Bayes pseudo-posterior

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust Bayes estimation using the density power divergence
• On posterior concentration in misspecified models
• Robust estimation for independent non-homogeneous observations using density power divergence with applications to linear regression
• Full robustness in Bayesian modelling of a scale parameter
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• On rates of convergence for posterior distributions in infinite-dimensional models
• Convergence rates of posterior distributions for non iid observations
• Robust Bayes decision procedures: gross error in the data distribution
• Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
• Asymptotic results in robust quasi-Bayesian estimation
• Uniformly powerful goodness of fit tests
• Robust Bayesian analysis using divergence measures
• Bayesian robustness for multiparameter problems
• An overview of robust Bayesian analysis. (With discussion)
• Minimum density power divergence estimator for Poisson autoregressive models
• A general method for robust Bayesian modeling
• Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
• New approaches to Bayesian consistency
• Convergence rates of posterior distributions.
• Local sensitivity diagnostics for Bayesian inference
• Minimum density power divergence estimator for diffusion processes
• Dynamics of Bayesian updating with dependent data and misspecified models
• PAC-Bayesian bounds for sparse regression estimation with exponential weights
• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• Robust estimation for the covariance matrix of multivariate time series based on normal mixtures
• Robust Bayesian diagnostics
• Robust likelihood functions in Bayesian inference
• Misspecification in infinite-dimensional Bayesian statistics
• Bayesian model robustness via disparities
• Brittleness of Bayesian inference under finite information in a continuous world
• Robust estimation in generalized linear models: the density power divergence approach
• On Bayesian Consistency
• Bayesian Robustness Modelling of Location and Scale Parameters
• Bayes' Theorem in the 21st Century
• Robust and efficient estimation by minimising a density power divergence
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
• Choosing a robustness tuning parameter
• OUP accepted manuscript
• Robust estimation for the covariance matrix of multi-variate time series
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Likelihood Robustness
• THE ESTIMATION FROM INDIVIDUAL RECORDS OF THE RELATIONSHIP BETWEEN DOSE AND QUANTAL RESPONSE
• Statistical Inference
• New axioms for rigorous Bayesian probability
• Assessment of locally influential observations in Bayesian models
• Bayesian robustness modeling using regularly varying distributions

This page was built for publication: General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications