Robust Bayesian analysis using divergence measures

DOI10.1016/0167-7152(94)90016-7zbMATH Open0799.62003OpenAlexW2064290554MaRDI QIDQ1332741FDOQ1332741

Authors: Lea R. Birmiwal, Dipak K. Dey 

Publication date: 17 November 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90016-7

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zbMATH Keywords

Bayesian robustnesscurvatureexamplesepsilon-contamination classes of priorselicited priorgeometric contaminationgeometric mixing classphi- divergence measuresposterior divergence measures

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Foundations and philosophical topics in statistics (62A01)

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• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis
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Cited In (31)

• Bayesian model diagnostics using functional Bregman divergence
• Robust Bayesian inference via γ-divergence
• The Poisson-inverse-Gaussian regression model with cure rate: a Bayesian approach and its case influence diagnostics
• Robust Bayes estimation using the density power divergence
• Bayesian borrowing for basket trials with longitudinal outcomes
• Bayesian Sample Size Determination Using Commensurate Priors to Leverage Preexperimental Data
• The zero-inflated Conway-Maxwell-Poisson distribution: Bayesian inference, regression modeling and influence diagnostic
• Sensitivity analysis for Bayesian hierarchical models
• On outliers detection and prior distribution sensitivity in standard skew-probit regression models
• Semi-parametric cure rate proportional odds models with spatial frailties for interval-censored data
• A general long-term aging model with different underlying activation mechanisms: modeling, Bayesian estimation, and case influence diagnostics
• Bayesian robustness for multiparameter problems
• Local sensitivity diagnostics for Bayesian inference
• Sensitivity and identification quantification by a relative latent model complexity perturbation in Bayesian meta‐analysis
• Measuring robustness for weighted distributions: Bayesian perspective
• On the overall sensitivity of the posterior distribution to its inputs
• On Bayesian estimation via divergences
• Bayesian model robustness via disparities
• The multinomial logistic regression model for predicting the discharge status after liver transplantation: estimation and diagnostics analysis
• The log-Weibull-negative-binomial regression model under latent failure causes and presence of randomized activation schemes
• Concentration functions and Bayesian robustness. (With discussion)
• On the Bayesian estimation and influence diagnostics for the Weibull-negative-binomial regression model with cure rate under latent failure causes
• Bayesian inference and diagnostics in zero-inflated generalized power series regression model
• Quantification of empirical determinacy: The impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Reparameterized extended Maxwell regression: Properties, estimation and application
• Local sensitivity of posterior expectations
• On the local Lipschitz stability of Bayesian inverse problems
• On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior
• Power series cure rate model for spatially correlated interval-censored data based on generalized extreme value distribution
• Bayesian analysis of outlier problems using divergence measures

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