On the overall sensitivity of the posterior distribution to its inputs

DOI10.1016/S0378-3758(98)00014-7MaRDI QIDQ1966115zbMATH OpenOpenAlexFDO

Authors Paul Gustafson, Bertrand S. Clarke

Publication date 24 February 2000

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

Full work available at URL https://doi.org/10.1016/s0378-3758(98)00014-7

zbMATH Keywords

Bayesian robustnessrelative entropy

Mathematics Subject Classification ID

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

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Bayesian analysis of outlier problems using divergence measures
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• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3984329 (Why is no real title available?)
• scientific article; zbMATH DE number 4068093 (Why is no real title available?)
• scientific article; zbMATH DE number 96136 (Why is no real title available?)
• Infinitesimal sensitivity of posterior distributions
• Local sensitivity diagnostics for Bayesian inference
• Local Sensitivity of Inferences to Prior Marginals
• Maximum Likelihood Estimation of Misspecified Models
• Posterior sensitivity to the sampling distribution and the prior: More than one observation
• Robust Bayesian analysis using divergence measures
• Robust Bayesian diagnostics
• Robust Likelihoods
• Robust Statistics
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood

Cited in

(17)

• Posterior sensitivity to the sampling distribution and the prior: More than one observation
• Using prior expansions for prior-data conflict checking
• Bayesian quantile regression with mixed discrete and nonignorable missing covariates
• Geometric sensitivity measures for Bayesian nonparametric density estimation models
• Approximated sensitivity analysis in posterior predictive distribution
• Modelling conflicting information using subexponential distributions and related classes
• On the influence of the prior distribution in image reconstruction
• Sensitivity analysis for Bayesian hierarchical models
• Bayes Estimate and Inference for Entropy and Information Index of Fit
• Effect of the sample on the posterior probability in bayesian analysis
• scientific article; zbMATH DE number 2147763 (Why is no real title available?)
• Inference with a contrast-based posterior distribution and application in spatial statistics
• When is a sensitivity parameter exactly that?
• A cheat sheet for Bayesian prediction
• Bayesian influence diagnostics for a multivariate GARCH model
• Discussion of: ``Bayesian local influence for survival models
• Rejoinder: Bayesian local influence for survival models

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