Bayesian inference with misspecified models

DOI10.1016/J.JSPI.2013.05.013MaRDI QIDQ394761zbMATHOpenAlexFDO

Authors Stephen G. Walker

Publication date 27 January 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.05.013

zbMATH Keywords

exchangeabilityregression modelstime series modelsBayesian asymptoticsindependent and identically distributedlearning modelmisspecified modelmixture of Dirichlet process models

Mathematics Subject Classification ID

Bayesian inference (62F15)

Recommendations

• scientific article; zbMATH DE number 6142324
• Bayesian inference with misspecified models: inference about what?
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• Bayesian estimation of the discrepancy with misspecified parametric models
• Reply to the discussion: ``Bayesian inference with misspecified models
• Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
• Misspecification in infinite-dimensional Bayesian statistics
• Asymptotic behavior of Bayes estimates under possibly incorrect models

Cites work

• scientific article; zbMATH DE number 472921 (Why is no real title available?)
• scientific article; zbMATH DE number 472922 (Why is no real title available?)
• scientific article; zbMATH DE number 578421 (Why is no real title available?)
• scientific article; zbMATH DE number 1522708 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• scientific article; zbMATH DE number 6142324 (Why is no real title available?)
• scientific article; zbMATH DE number 3106184 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• Asymptotic behavior of Bayes estimates under possibly incorrect models
• Bayes Factors
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian Nonparametrics
• Bayesian curve fitting using multivariate normal mixtures
• Bayesian priors from loss matching
• Converting information into probability measures with the Kullback-Leibler divergence
• Gibbs Sampling Methods for Stick-Breaking Priors
• Gibbs Sampling for Bayesian Non-Conjugate and Hierarchical Models by Using Auxiliary Variables
• Integral Representations of Invariant Measures
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• Maximum Likelihood Estimation of Misspecified Models
• Misspecification in infinite-dimensional Bayesian statistics
• Objections to Bayesian statistics
• On Bayes procedures
• On Information and Sufficiency
• On Priors With a Kullback–Leibler Property
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Posterior consistency of Dirichlet mixtures in density estimation
• Posterior sampling when the normalizing constant is unknown
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Slice sampling mixture models
• Subjective Bayesian analysis: principles and practice
• Symmetric Measures on Cartesian Products
• The case for objective Bayesian analysis
• The consistency of posterior distributions in nonparametric problems

Cited in

(22)

• Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests
• `Purposely misspecified' posterior inference on the volatility of a jump diffusion process
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• Dynamics of Bayesian updating with dependent data and misspecified models
• Bayesian sandwich posteriors for pseudo-true parameters
• Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees
• Rejoinder: Models as approximations
• Bayesian model comparison with the Hyvärinen score: computation and consistency
• A Bayesian ``sandwich for variance estimation
• Risk of Bayesian inference in misspecified models, and the sandwich covariance matrix
• scientific article; zbMATH DE number 6142324 (Why is no real title available?)
• Bayesian error isolation for models of large-scale systems
• Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
• Models as approximations. I. Consequences illustrated with linear regression
• A comparison of learning rate selection methods in generalized Bayesian inference
• Bayesian estimation of the discrepancy with misspecified parametric models
• Stochastic approximation cut algorithm for inference in modularized Bayesian models
• A new look at Bayesian uncertainty
• Mathematical theory of Bayesian statistics where all models are wrong
• Asymptotic behavior of Bayes estimates under possibly incorrect models
• Gibbs posterior inference on the minimum clinically important difference
• Causal inference under mis-specification: adjustment based on the propensity score (with discussion)

This page was built for publication: Bayesian inference with misspecified models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q394761)