Bayesian model diagnostics using functional Bregman divergence

DOI10.1016/J.JMVA.2013.11.008MaRDI QIDQ392102zbMATH OpenOpenAlexFDO

Authors Gyuhyeong Goh, Dipak K. Dey

Publication date 13 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2013.11.008

zbMATH Keywords

Gaussian approximationMarkov chain Monte Carlocircular dataimportance samplingBayesian robustnessBregman divergence

Mathematics Subject Classification ID

Bayesian inference (62F15) Directional data; spatial statistics (62H11) Multivariate analysis (62H99) General considerations in statistical decision theory (62C05)

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Cited in

(10)

• Bregman divergence to generalize Bayesian influence measures for data analysis
• Bayesian model checking for multivariate outcome data
• An online optimization algorithm for the real-time quantum state tomography
• Testing for random effects in compound risk models via Bregman divergence
• Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Bayesian and robust Bayesian analysis in a general setting
• A shared spatial model for multivariate extreme-valued binary data with non-random missingness
• Myopic robust index tracking with Bregman divergence
• Bayesian influence diagnostics using normalized functional Bregman divergence

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