Robust approximate Bayesian inference

DOI10.48550/ARXIV.1706.01752zbMATH Open1437.62111arXiv1706.01752OpenAlexW2950867926WikidataQ127756384 ScholiaQ127756384MaRDI QIDQ151900FDOQ151900

Authors: Erlis Ruli, Nicola Sartori, Laura Ventura, N. Sartori, Laura Ventura 

Publication date: 6 June 2017

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-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.

Full work available at URL: https://arxiv.org/abs/1706.01752

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

zbMATH Keywords

likelihood-free inferencequasi-likelihoodrobustnessinfluence function\(M\)-estimatorsunbiased estimating function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Bayesian indirect inference using a parametric auxiliary model
• Title not available (Why is that?)
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Approximate Bayesian computation: a nonparametric perspective
• Robust Statistics
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
• Approximate models and robust decisions
• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• Robust likelihood functions in Bayesian inference
• Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
• Minimum scoring rule inference
• Approximate Bayesian computation with composite score functions
• Weighted Likelihood Equations with Bootstrap Root Search
• Robust Restricted Maximum Likelihood in Mixed Linear Models
• Bounded Influence Estimation in the Mixed Linear Model
• Bayesian empirical likelihood
• Robust Likelihoods
• Empirical and simulated adjustments of composite likelihood ratio statistics
• Robust Bayesian Inference via Coarsening
• A General Framework for Updating Belief Distributions
• High-Breakdown Inference for Mixed Linear Models
• Can a significance test be genuinely Bayesian?
• Bayesian robustness modeling using regularly varying distributions
• Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
• Default prior distributions from quasi- and quasi-profile likelihoods

Cited In (6)

• The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program
• Title not available (Why is that?)
• robustBLME
• Robust Approximate Bayesian Inference With Synthetic Likelihood
• Robust Bayesian Credibility Using Semiparametric Models
• Title not available (Why is that?)

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)