Local sensitivity of posterior expectations
DOI10.1214/AOS/1033066205zbMATH Open0853.62026OpenAlexW1973166364MaRDI QIDQ1922402FDOQ1922402
Authors: Paul Gustafson 
Publication date: 9 January 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1033066205
Recommendations
sensitivityprior distributionsJeffreys' priorrobustnessFrechet derivativelocal sensitivityfunctional differentiationposterior expectationsinvariance considerations\(L_ p\)-normchoice of normclasses of probabilitiesposterior derivativesprior perturbations
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Cited In (22)
- Local and global robustness with conjugate and sparsity priors
- A study of Bayesian local robustness with applications in actuarial statistics
- Sensitivity of the fractional Bayes factor to prior distributions
- Bayesian local influence for survival models
- Local influence on posterior distributions under multiplicative modes of perturbation
- Covariances, robustness, and variational Bayes
- A Simple Method to Study Sensitivity of BMP's
- Bayesian local robustness under weighted squared-error loss function incorporating unimodal\-ity
- Local sensitivity diagnostics for Bayesian inference
- A note on the geometry of Bayesian global and local robustness
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- Infinitesimal sensitivity of posterior distributions
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- The conflict between improper priors and robustness
- On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
- Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion)
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