Local Robustness in Bayesian Analysis

DOI10.1007/978-1-4612-1306-2_4MaRDI QIDQ5747421zbMATH OpenOpenAlexFDO

Authors Paul Gustafson

Publication date 14 February 2014

Published in Robust Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4612-1306-2_4

zbMATH Keywords

derivativesmodel influenceprior influence

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• A study of Bayesian local robustness with applications in actuarial statistics
• scientific article; zbMATH DE number 3854205
• Robust inference and local algorithms
• Bayesian robustness
• On robust Bayesian analysis for location and scale parameters
• A note on the geometry of Bayesian global and local robustness
• Bayesian robustness modelling of location and scale parameters
• Robustness in Bayesian nonparametrics

Cited in

(30)

• MCMC-based local parametric sensitivity estimations
• A note on the geometry of Bayesian global and local robustness
• An overview of robust Bayesian analysis. (With discussion)
• Density based classes of priors: Infinitesimal properties and approximations
• Assessing local prior influence in Bayesian analysis
• The conflict between improper priors and robustness
• Geometric sensitivity measures for Bayesian nonparametric density estimation models
• Sensitivity analysis for Bayesian hierarchical models
• On a global sensitivity measure for Bayesian inference
• scientific article; zbMATH DE number 5899324 (Why is no real title available?)
• Local Sensitivity of Inferences to Prior Marginals
• Covariances, robustness, and variational Bayes
• scientific article; zbMATH DE number 863582 (Why is no real title available?)
• Robust Bayesian estimation of cumulative incidence function for competing risk data with missing causes
• Local and global robustness with conjugate and sparsity priors
• A study of Bayesian local robustness with applications in actuarial statistics
• Global and local robustness approaches: uses and limitations
• Likelihood robustness
• Minimizing sensitivity to model misspecification
• Sensitivity and identification quantification by a relative latent model complexity perturbation in Bayesian meta‐analysis
• Global robust Bayesian analysis in large models
• Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion)
• A Bayesian computer model analysis of robust Bayesian analyses
• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• Posterior manifolds over prior parameter regions: beyond pointwise sensitivity assessments for posterior statistics from MCMC inference
• Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions
• Bayesian local influence for survival models
• Robust estimation with variational Bayes in presence of competing risks
• Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
• Bayesian robustness for decision making problems: applications in medical contexts

This page was built for publication: Local Robustness in Bayesian Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5747421)