A weighted strategy to handle likelihood uncertainty in Bayesian inference
From MaRDI portal
Publication:2255789
DOI10.1007/s00180-011-0301-1zbMath1305.65018MaRDI QIDQ2255789
Claudio Agostinelli, Luca Greco
Publication date: 18 February 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-011-0301-1
62-08: Computational methods for problems pertaining to statistics
Related Items
General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications, Bayesian Additive Machine: classification with a semiparametric discriminant function, An automatic robust Bayesian approach to principal component regression, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, The Use of Prior Information in Very Robust Regression for Fraud Detection, Weighted likelihood recapture estimation of detection probabilities from an ice‐based survey of bowhead whales, Robust approximate Bayesian inference, Quantile regression for overdispersed count data: a hierarchical method, Robust Bayesian regression with the forward search: theory and data analysis, Robust weighted Gaussian processes, Weighted likelihood latent class linear regression, Robust fitting of mixtures of GLMs by weighted likelihood, Comments on: ``On active learning methods for manifold data, Statistical inference based on a new weighted likelihood approach, Weighted likelihood mixture modeling and model-based clustering, Robust Bayesian seemingly unrelated regression model, Higher-order Bayesian Approximations for Pseudo-posterior Distributions, Pseudo-Likelihoods for Bayesian Inference
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Notes on Pearson residuals and weighted likelihood estimating equations
- Posterior robustness with more than one sampling model. (With discussion)
- Efficiency versus robustness: The case for minimum Hellinger distance and related methods
- An overview of robust Bayesian analysis. (With discussion)
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
- The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
- Robust model selection in regression via weighted likelihood methodology
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Robust likelihood functions in Bayesian inference
- Robust Inference in Generalized Linear Models
- Posterior expectations for large observations
- Sensitivity in Bayesian Statistics: The Prior and the Likelihood
- Outliers and Credence for Location Parameter Inference
- Proper likelihoods for Bayesian analysis
- Weighted Likelihood Equations with Bootstrap Root Search
- Bayesian empirical likelihood
- The weighted likelihood
- Bayes Factors
- Robust Estimation: A Weighted Maximum Likelihood Approach
- Robust Statistics
- A further look at robustness via Bayes's theorem
- Robust Statistics
- Robust Bayesian analysis