Asymptotic behavior of Bayes estimates under possibly incorrect models

DOI10.1214/AOS/1028144851zbMATH Open0929.62022OpenAlexW2033739354MaRDI QIDQ1807093FDOQ1807093

Authors: Olaf Bunke, Xavier Milhaud 

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1028144851

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zbMATH Keywords

asymptotic normalityconsistencyinconsistent Bayes estimatesincorrect parametric models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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Cited In (40)

• Bayesian inference with misspecified models
• Bayes model selection with path sampling: factor models and other examples
• Robustness against conflicting prior information in regression
• A generalized predictive criterion for model selection
• An MCMC approach to classical estimation.
• Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
• Title not available (Why is that?)
• On posterior concentration in misspecified models
• On the computational complexity of MCMC-based estimators in large samples
• A new Bayesian approach to robustness against outliers in linear regression
• Consistency of Bayes estimators without the assumption that the model is correct
• On a Proper Bayes, but Inadmissible Estimator
• Comparing and Weighting Imperfect Models Using D-Probabilities
• A non-linear forecast combination procedure for binary outcomes
• Title not available (Why is that?)
• Error probabilities in default Bayesian hypothesis testing
• Bayesian Dirichlet mixture model for multivariate extremes: a re-parametrization
• Statistical estimation in the presence of possibly incorrect model assumptions
• Misspecification in infinite-dimensional Bayesian statistics
• Flexible evaluation of surrogate markers with Bayesian model averaging
• The Bernstein-von Mises theorem under misspecification
• Biased learning under ambiguous information
• Gibbs posterior inference on the minimum clinically important difference
• Bayesian Measures of Model Complexity and Fit
• Selfinformative limits of Bayes estimates and generalized maximum likelihood
• Theoretical properties of Bayesian Student-\(t\) linear regression
• A comparison of learning rate selection methods in generalized Bayesian inference
• Likelihood tempering in dynamic model averaging
• A Bayesian ``sandwich for variance estimation
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification
• Bayesian Survival Analysis Using Bernstein Polynomials
• On Bayesian estimators in misspecified change-point problems for Poisson process
• Asymptotic behavior of Bayesian learners with misspecified models
• Suboptimal behavior of Bayes and MDL in classification under misspecification
• Posterior concentration for a misspecified Bayesian regression model with functional covariates
• Consistency of Bernstein Polynomial Posteriors
• A review of Bayesian asymptotics in general insurance applications
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
• Title not available (Why is that?)

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