The conflict between improper priors and robustness

DOI10.1016/0378-3758(95)00109-3zbMath0846.62030OpenAlexW2023392449MaRDI QIDQ1918217

Larry Alan Wasserman

Publication date: 5 September 1996

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00109-3

zbMATH Keywords

posteriorsensitivityfinitely additive probabilitiesimproper priorsfinitely additive priorsrobust Bayesian inferencedata-dependent priorsneighborhoods of priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

Sensitivity of the fractional Bayes factor to prior distributions, An overview of robust Bayesian analysis. (With discussion), Local sensitivity diagnostics for Bayesian inference, Prior sensitivity in theory testing: an apologia for the Bayes factor, Alternative Bayes factors for model selection, Consistent fractional Bayes factor for nested normal linear models, Non-informative invariant priors yield peculiar marginals, Inferred probabilities

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