Local sensitivity diagnostics for Bayesian inference

DOI10.1214/aos/1034713652zbMath0854.62024OpenAlexW2066131681MaRDI QIDQ1922385

Paul Gustafson, Larry Alan Wasserman

Publication date: 19 January 1997

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

Full work available at URL: https://doi.org/10.1214/aos/1034713652

zbMATH Keywords

robustnessHellinger distancediagnosticspriorKullback-Leibler distancetotal variation distanceFrechet derivativesmultiparameter modelsclasses of probabilitiesdensity ratio topology

Mathematics Subject Classification ID

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

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