The Wasserstein impact measure (WIM): a practical tool for quantifying prior impact in Bayesian statistics

DOI10.1016/J.CSDA.2021.107352MaRDI QIDQ2157491zbMATH OpenOpenAlexFDO

Authors Fatemeh Ghaderinezhad, Christophe Ley, Ben Serrien

Publication date 22 July 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2021.107352

zbMATH Keywords

Wasserstein distanceprior distributioneffective sample sizeneutralityVallender formula

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3930122 (Why is no real title available?)
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 3429908 (Why is no real title available?)
• A general purpose sampling algorithm for continuous distributions (the t-walk)
• A weakly informative default prior distribution for logistic and other regression models
• Bayesian Methods in Practice: Experiences in the Pharmaceutical Industry
• Bayesian inference for the skewness parameter of the scalar skew-normal distribution
• Calculation of the Wasserstein Distance Between Probability Distributions on the Line
• Determining the Effective Sample Size of a Parametric Prior
• Distances between nested densities and a measure of the impact of the prior in Bayesian statistics
• Inference for empirical Wasserstein distances on finite spaces
• Information conversion, effective samples, and parameter size
• Natural (non-)informative priors for skew-symmetric distributions
• Neutral noninformative and informative conjugate beta and gamma prior distributions
• On inconsistent Bayes estimates of location
• On the consistency of Bayes estimates
• Quantification of the impact of priors in Bayesian statistics via Stein's method
• Statistical Applications of the Multivariate Skew Normal Distribution

Cited in

(1)

• Discussion of: ``Specifying prior distribution in reliability applications by Tian, Lewis-Beck, Niemi, and Meeker

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