Robust Bayesian analysis: sensitivity to the prior

DOI10.1016/0378-3758(90)90079-AzbMATH Open0747.62029WikidataQ126645242 ScholiaQ126645242MaRDI QIDQ1813481FDOQ1813481

Authors: James O. Berger 

Publication date: 25 June 1992

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

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zbMATH Keywords

hypothesis testingprior distributionsBayesian robustnessreviewblack box modellower bounds on Bayes factorsmodelling uncertainty in the prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited In (only showing first 100 items - show all)

• Conditional ¡-minimax actions under convex losses
• Expansion estimation by Bayes rules
• Predictive control of posterior robustness for sample size choice in a Bernoulli model
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem
• Robust bayesian analysis given a lower bound on the probability of a set
• On Conditional Risk Assessments in Scenario Optimization
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• Degree of imprecision: geometric and algorithmic approaches
• Range of the posterior probability of an interval for priors with unimodality preserving contaminations
• A study of Bayesian local robustness with applications in actuarial statistics
• An overview of robust Bayesian analysis. (With discussion)
• Sensitivity of the fractional Bayes factor to prior distributions
• Computing posterior upper expectations
• The application of robust Bayesian analysis to hypothesis testing and Occam's Razor
• Robustness in Bayesian nonparametrics
• Robust Bayes estimation
• Robust Bayesian analysis under generalized moments conditions
• Bayesian local influence for survival models
• Bayesian robustness
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• Optimal robust Bayes estimation
• On nonparametric predictive inference and objective Bayesianism
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• Robust Bayesian analysis using divergence measures
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• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
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• Robust Bayesian Pitman closeness
• Local sensitivity diagnostics for Bayesian inference
• Analytic approximation of the interval of Bayes actions derived from a class of loss functions
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• Bayes estimation of shift point in left truncated exponential sequence
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• An efficient algorithm for constructing \(\Gamma\)-minimax tests for finite parameter spaces
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• Nonparametric predictive inference and interval probability
• On the influence of the prior distribution in image reconstruction
• Bayesian marginal equivalence of elliptical regression models
• Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
• Robust Bayesian sample size determination for avoiding the range of equivalence in clinical trials
• BEMMA: a hierarchical Bayesian end-member modeling analysis of sediment grain-size distributions
• Bayes factors and hierarchical models
• Imprecision in statistical theory and practice
• Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
• Symmetric, coherent, Choquet capacities
• A Bayesian method for the choice of the sample size in equivalence trials
• Linearization of Bayesian robustness problems
• Importance sampling for Bayesian sensitivity analysis
• Robust Bayesian monitoring of sequential trials
• Robust Bayesian analysis of selection models
• Density based classes of priors: Infinitesimal properties and approximations
• Loss robustness via Fisher-weighted squared-error loss function
• Bayesian analysis under \(\varepsilon\)-contaminated priors: A trade-off between robustness and precision
• Bayesian robustness with more than one class of contaminations
• Bounds on posterior expectations for density bounded class with constant bandwidth. (With discussion)
• Concentration functions and Bayesian robustness. (With discussion)
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• The dilation phenomenon in robust Bayesian inference. (With discussion)
• Optimal robust credible sets for contaminated priors
• Infinitesimal sensitivity of posterior distributions
• Modelling publication bias in meta-analysis: a review
• A simple diagnostic tool for local prior sensitivity
• On Bayesian robustness with the \(\varepsilon\)-contamination class of priors
• Bayesian robustness of credible regions in the presence of nuisance parameters
• Preferences representable by a lower expectation: Some characterizations
• Robustness of bayesian factor analysis estimates
• Credal networks
• Local sensitivity of posterior expectations
• The conflict between improper priors and robustness
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• An algorithm for calculating \(\Gamma\)-minimax decision rules under generalized moment conditions.
• Robust Bayesian diagnostics
• Optimally robust credible sets with a class of priors
• Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior
• On smoothness constraints with shape constraints in a robust Bayesian analysis
• Bounds for Ratios of Posterior Expectations: Applications in the Collective Risk Model
• Bayesian probability boxes in risk assessment
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• Most stable sample size determination in clinical trials
• Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity
• Desirable gambles based on pairwise comparisons
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• On the imposition of shape constraints in a robust Bayesian analysis
• Robustness of the posterior mean in normal hierarchical models
• An efficient Monte Carlo EM algorithm for Bayesian Lasso
• Robust Bayesian sensitivity analysis for case-control studies with uncertain exposure misclassification probabilities
• General inferential limits under differential and pufferfish privacy
• Robust open Bayesian analysis: overfitting, model uncertainty, and endogeneity issues in multiple regression models
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• On the robustness of the predictive distribution for sampling from finite populations
• On the Orthogonal Projection of a Belief Function

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