Posterior expectations for large observations

Cited in

(44)

On the approximate behavior of the posterior distribution for an extreme multivariate observation
An overview of robust Bayesian analysis. (With discussion)
Simple approximations for location and ANOVA models with non-conjugate priors
Bayesian inference in location-scale distributions with independent bivariate priors
Robust Bayesian analysis with partially exchangeable priors
On the use of Cauchy prior distributions for Bayesian logistic regression
On the construction of Bayes minimax estimators
Bayesian measures of surprise for outlier detection
On the posterior distribution of a location parameter from a strongly unimodal distribution
Theoretical properties of Bayesian Student-t linear regression
A weighted strategy to handle likelihood uncertainty in Bayesian inference
Laplace approximation and natural gradient for Gaussian process regression with heteroscedastic Student-\(t\) model
Modelling conflicting information using subexponential distributions and related classes
A characterization of Bayesian robustness for a normal location parameter
Robust likelihood functions in Bayesian inference
Stability of the Gibbs sampler for Bayesian hierarchical models
Robustness to outliers in location-scale parameter model using log-regularly varying distributions
Bayesian robustness modelling of location and scale parameters
Demystifying the bias from selective inference: a revisit to Dawid's treatment selection problem
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
Robust meta‐analytic‐predictive priors in clinical trials with historical control information
SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
Effect of the sample on the posterior probability in bayesian analysis
Isoseparation and robustness in parametric Bayesian inference
A note on Bayesian robustness for count data
A note on conflict of information and subexponential densities
Bayesian heavy-tailed models and conflict resolution: a review
On the robustness of Bayesian modelling of location and scale structures using heavy-tailed distributions
A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
Posterior moments and quantiles for the normal location model with Laplace prior
A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model
Robust Bayesian inference via γ-divergence
Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
Robust hierarchical Bayes estimation of exchangeable means
On the robustness to outliers of the Student‐t process
Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹
Bayesian robustness modelling using the O‐regularly varying distributions
Robust heavy-tailed versions of generalized linear models with applications in actuarial science
Robustness against conflicting prior information in regression
Conditions for robustness and limitation on Bayesian Student- t linear regression modeling
Multivariate Bayesian dynamic borrowing for repeated measures data with application to external control arms in open-label extension studies
Modeling sparsity with super heavy-tailed priors
Group inverse-gamma gamma shrinkage for sparse linear models with block-correlated regressors
Confidence sequences with informative, bounded-influence priors

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