An overview of robust Bayesian analysis. (With discussion)
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- Posterior robustness with more than one sampling model. (With discussion)
- Prior envelopes based on belief functions
- Range of posterior measures for priors with arbitrary contaminations
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- Robust Bayesian analysis under generalized moments conditions
- Robust Bayesian analysis: sensitivity to the prior
- Robust Bayesian diagnostics
- Robust Bayesian experimental designs in normal linear models
- Robust Bayesian inference in elliptical regression models
- Robust Bayesian methods in simple ANOVA models. (With discussion)
- Robust hierarchical Bayes estimation of exchangeable means
- Robust hierarchical Bayes estimation of small area characteristics in the presence of covariates and outliers
- Robust HPD Regions in Bayesian Regression Models
- Robustness issues under imprecise beliefs and preferences
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- Stable decision problems
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Cited in
(only showing first 100 items - show all)- MCMC-based local parametric sensitivity estimations
- A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity
- Robust linear mixed models for small area estimation
- A likelihood based robust Bayesian summary
- Expansion estimation by Bayes rules
- Consistent semiparametric Bayesian inference about a location parameter.
- Stability and infinitesimal robustness of posterior distributions and posterior quantities
- A note on the geometry of Bayesian global and local robustness
- Analytic approximation of the interval of Bayes actions derived from a class of loss functions
- Robust Bayesian methods in simple ANOVA models. (With discussion)
- Using probability trees to compute marginals with imprecise probabilities
- Optimal robust credible sets for density-bounded priors
- Bayesian robustness on constrained density band classes
- Stability of Bayesian inference in exponential families
- A simple diagnostic tool for local prior sensitivity
- Asymptotic relationships between posterior probabilities and p-values using the hazard rate.
- Joint sensitivity in Bayesian decision theory
- Reliable survival analysis based on the Dirichlet process
- Applying non-parametric robust Bayesian analysis to non-opinionated judicial neutrality
- Robust Bayesian analysis with partially exchangeable priors
- Towards a unified theory of imprecise probability
- Inferred probabilities
- Reconciling frequentist properties with the likelihood principle
- Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
- Precision-imprecision equivalence in a broad class of imprecise hierarchical uncertainty models
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
- Optimal selling mechanisms under moment conditions
- A general method for robust Bayesian modeling
- The physical-mathematical theory of hyper-random phenomena
- Multilabel predictions with sets of probabilities: the Hamming and ranking loss cases
- Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness
- Allelic frequency estimation in presence of uncertain priors
- Bayes factor testing of multiple intraclass correlations
- The interplay of Bayesian and frequentist analysis
- Approximate models and robust decisions
- Robust Bayesian analysis of selection models
- Robust Bayesian analysis: sensitivity to the prior
- Modelling, making inferences and making decisions: The roles of sensitivity analysis
- Robust statistics: From classical to Bayesian analysis
- Classes of bidimensional priors specified on a collection of sets: Bayesian robustness
- Local sensitivity of density bounded priors
- Local sensitivity of posterior expectations
- On the overall sensitivity of the posterior distribution to its inputs
- The Esscher premium principle in risk theory: A Bayesian sensitivity study
- \(\varepsilon\)-contaminated priors in testing point null hypothesis: A procedure to determine the prior probability
- Effects of prior distributions: an application to piped water demand
- What do we hear from a drum? A data-consistent approach to quantifying irreducible uncertainty on model inputs by extracting information from correlated model output data
- Macroeconomic uncertainty prices when beliefs are tenuous
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- Learning quantities of interest from dynamical systems for observation-consistent inversion
- Data-driven stochastic optimization for distributional ambiguity with integrated confidence region
- Robust calibration of numerical models based on relative regret
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models
- Robust Bayesian estimation and prediction in gamma-gamma model of claim reserves
- Robust Bayesian analysis of a multivariate dynamic model
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- A survey of decision making and optimization under uncertainty
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- Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications
- Geometric sensitivity measures for Bayesian nonparametric density estimation models
- Robust Bayesian seemingly unrelated regression model
- Imprecise Dirichlet process with application to the hypothesis test on the probability that \(X \leq Y\)
- Most stable sample size determination in clinical trials
- Extreme points of the credal sets generated by comparative probabilities
- Belief function and multivalued mapping robustness in statistical estimation
- Robust Bayesian diagnostics
- Optimal rules and robust Bayes estimation of a gamma scale parameter
- Frequentist standard errors of Bayes estimators
- Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function
- An MCMC approach to empirical Bayes inference and Bayesian sensitivity analysis via empirical processes
- On the imposition of shape constraints in a robust Bayesian analysis
- On smoothness constraints with shape constraints in a robust Bayesian analysis
- A characterization of Bayesian robustness for a normal location parameter
- Robust likelihood functions in Bayesian inference
- Measures of divergence on credal sets
- Jeffrey's conditioning rule in neighbourhood models
- On the use of posterior regret -minimax actions to obtain credibility premiums
- Brittleness of Bayesian inference under finite information in a continuous world
- Posterior belief assessment: extracting meaningful subjective judgements from Bayesian analyses with complex statistical models
- Prediction of future observations using belief functions: a likelihood-based approach
- On the brittleness of Bayesian inference
- Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
- A Bayesian analysis for the homogeneity testing problem using -contaminated priors
- Robust Bayesian Pitman closeness
- On Measuring Loss Robustness Using Maximum A Posteriori Estimate
- Robust Bayesian analysis in partially ordered plausibility calculi
- A prior near-ignorance Gaussian process model for nonparametric regression
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- Posterior Regret Γ-Minimax Estimation of Insurance Premium in Collective Risk Model
- Uncertainty measures on probability intervals from the imprecise Dirichlet model
- Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries
- Subjective probability, confidence, and Bayesian updating
- Prior near ignorance for inferences in thek-parameter exponential family
- Posterior Regret Γ-Minimax Estimation and Prediction with Applications onk-Records Data Under Entropy Loss Function
- Intrinsic posterior regret gamma-minimax estimation for the exponential family of distributions
- A COMPARISON OF THE IMPRECISE BETA CLASS, THE RANDOMIZED PLAY‐THE‐WINNER RULE AND THE TRIANGULAR TEST FOR CLINICAL TRIALS WITH BINARY RESPONSES
- The application of robust Bayesian analysis to hypothesis testing and Occam's Razor
- Concentration function and sensitivity to the prior
- Robust Bayesian Credibility Using Semiparametric Models
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