An Approach to Robust Bayesian Analysis for Multidimensional Parameter Spaces
Bayesian robustnessBayesian sensitivityclasses of priorsclinical trialdensity-bounded classdensity-ratio classepsilon contaminationjoint densitymultiparameter situationsnonlinear optimization problemproduct of marginal and conditional densitiesquantile classrobust Bayes analysissequence of linear optimizationstight bounds for the posterior expectation
The author deals with Bayes inference in multiparameter situations. Sometimes a prior is described as a joint density for all parameters, and in some other cases it is described as a product of marginal and conditional densities. Four classes of priors are mentioned, such as quantile class, \(\epsilon\)-contamination class, density-ratio class and the density-bounded class. The author is of the opinion that for robust Bayes analysis the first three classes may be sensible for the former type while they may not be as satisfactory for the latter type. For this reason, a density-bounded class is suggested. Further, a technique is given to reduce the difficult nonlinear optimization problem, in connection with finding tight bounds for the posterior expectation, to a sequence of linear optimizations, which obviously are more easy to handle. Finally, this idea is illustrated with an example from a clinical trial.
- Bayesian likelihood robustness in linear models
- Range of the posterior probability of an interval for priors with unimodality preserving contaminations
- A likelihood based robust Bayesian summary
- Linearization of Bayesian robustness problems
- Bayesian robustness in bidimensional models: Prior independence. (With discussion)
- Bayesian robustness with more than one class of contaminations
- Concentration functions and Bayesian robustness. (With discussion)
- An approach to evaluating sensitivity in Bayesian regression analyses. (With discussion)
- Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)
- An overview of robust Bayesian analysis. (With discussion)
- Prior assessments for bands of probability measures: Empirical Bayes analysis
- Bayesian robustness on constrained density band classes
- Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
- Measuring sensitivity in a bonus-malus system.
- Symmetric, coherent, Choquet capacities
- Density based classes of priors: Infinitesimal properties and approximations
- Classes of bidimensional priors specified on a collection of sets: Bayesian robustness
- Local sensitivity diagnostics for Bayesian inference
- Local sensitivity of posterior expectations
- On a new class of multivariate prior distributions: theory and application in reliability
- Robust Bayesian analysis of a multivariate dynamic model
- Robust Bayesian diagnostics
- Inferences for hierarchical models with partial prior information
- Block unimodality for multivariate Bayesian robustness
- Robust bayesian analysis given bounds on the probability of a set
- scientific article; zbMATH DE number 5251000 (Why is no real title available?)
- On Conditional Risk Assessments in Scenario Optimization
- General inferential limits under differential and pufferfish privacy
- Optimally robust credible sets with a class of priors
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