\(M\)-estimatorsinfluence functionlikelihood-free inferencequasi-likelihoodrobustnessunbiased estimating function
Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10) Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Abstract: We discuss an approach for deriving robust posterior distributions from -estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use -estimating functions to construct suitable summary statistics in ABC algorithms. The theoretical properties of the robust posterior distributions are discussed. Special attention is given to the application of the method to linear mixed models. Simulation results and an application to a clinical study demonstrate the usefulness of the method. An R implementation is also provided in the robustBLME package.
Recommendations
- Robust Bayes estimation
- Approximate Bayesian inference for doubly robust estimation
- Robust Approximate Bayesian Inference With Synthetic Likelihood
- Robust Bayesian analysis
- Robust probabilistic inference
- Optimal robust Bayes estimation
- A general method for robust Bayesian modeling
- Bayesian robustness
Cites work
- A General Framework for Updating Belief Distributions
- A weighted strategy to handle likelihood uncertainty in Bayesian inference
- Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
- Approximate Bayesian computation with composite score functions
- Approximate Bayesian computation: a nonparametric perspective
- Approximate models and robust decisions
- Bayesian empirical likelihood
- Bayesian indirect inference using a parametric auxiliary model
- Bayesian robustness modeling using regularly varying distributions
- Bounded Influence Estimation in the Mixed Linear Model
- Can a significance test be genuinely Bayesian?
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
- Default prior distributions from quasi- and quasi-profile likelihoods
- Empirical and simulated adjustments of composite likelihood ratio statistics
- High-Breakdown Inference for Mixed Linear Models
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Minimum scoring rule inference
- Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
- Robust Bayesian inference via coarsening
- Robust likelihood functions in Bayesian inference
- Robust Likelihoods
- Robust Restricted Maximum Likelihood in Mixed Linear Models
- Robust Statistics
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
- Weighted Likelihood Equations with Bootstrap Root Search
Cited in
(6)- The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
- scientific article; zbMATH DE number 445347 (Why is no real title available?)
- Robust Bayesian Credibility Using Semiparametric Models
- scientific article; zbMATH DE number 3958477 (Why is no real title available?)
- robustBLME
- Robust Approximate Bayesian Inference With Synthetic Likelihood
This page was built for publication: Robust approximate Bayesian inference
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q151900)
