Geometric sensitivity measures for Bayesian nonparametric density estimation models

DOI10.1007/S13171-018-0145-7MaRDI QIDQ2316997zbMATH OpenOpenAlexWikidataFDO

Authors Abhijoy Saha, Sebastian Kurtek

Publication date 7 August 2019

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.03671

zbMATH Keywords

Bayesian nonparametric density estimationDirichlet processDirichlet process Gaussian mixture modelFisher-Rao metricglobal sensitivity analysissquare-root density

Mathematics Subject Classification ID

Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Abstract: We propose a geometric framework to assess global sensitivity in Bayesian nonparametric models for density estimation. We study sensitivity of nonparametric Bayesian models for density estimation, based on Dirichlet-type priors, to perturbations of either the precision parameter or the base probability measure. To quantify the different effects of the perturbations of the parameters and hyperparameters in these models on the posterior, we define three geometrically-motivated global sensitivity measures based on geodesic paths and distances computed under the nonparametric Fisher-Rao Riemannian metric on the space of densities, applied to posterior samples of densities: (1) the Fisher-Rao distance between density averages of posterior samples, (2) the log-ratio of Karcher variances of posterior samples, and (3) the norm of the difference of scaled cumulative eigenvalues of empirical covariance operators obtained from posterior samples. We validate our approach using multiple simulation studies, and consider the problem of sensitivity analysis for Bayesian density estimation models in the context of three real datasets that have previously been studied.

Recommendations

• A sensitivity analysis for Bayesian nonparametric density estimators
• Bayesian sensitivity analysis with the Fisher-Rao metric
• Local sensitivity of density bounded priors
• On a global sensitivity measure for Bayesian inference
• On the overall sensitivity of the posterior distribution to its inputs

Cites work

• A Bayesian analysis of some nonparametric problems
• A geometric approach to pairwise Bayesian alignment of functional data using importance sampling
• A note on the scale parameter of the dirichlet process
• A recursive algorithm for nonparametric analysis with missing data
• A sensitivity analysis for Bayesian nonparametric density estimators
• A tutorial on Bayesian nonparametric models
• An overview of robust Bayesian analysis. (With discussion)
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Assessment of locally influential observations in Bayesian models
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian influence analysis: a geometric approach
• Bayesian nonparametric data analysis
• Bayesian Nonparametric Inference for Random Distributions and Related Functions
• Bayesian Nonparametrics
• Bayesian nonparametrics
• Bayesian sensitivity analysis with the Fisher-Rao metric
• Default priors for density estimation with mixture models
• Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
• Estimating normal means with a conjugate style dirichlet process prior
• Estimating Normal Means with a Dirichlet Process Prior
• Ferguson distributions via Polya urn schemes
• Gibbs Sampling Methods for Stick-Breaking Priors
• Global and local robustness approaches: uses and limitations
• scientific article; zbMATH DE number 1723518 (Why is no real title available?)
• scientific article; zbMATH DE number 3888710 (Why is no real title available?)
• scientific article; zbMATH DE number 1194132 (Why is no real title available?)
• scientific article; zbMATH DE number 3761167 (Why is no real title available?)
• scientific article; zbMATH DE number 1219004 (Why is no real title available?)
• scientific article; zbMATH DE number 1055955 (Why is no real title available?)
• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• scientific article; zbMATH DE number 774881 (Why is no real title available?)
• scientific article; zbMATH DE number 3103174 (Why is no real title available?)
• scientific article; zbMATH DE number 3106666 (Why is no real title available?)
• Iterated Transformation-Kernel Density Estimation
• Local Robustness in Bayesian Analysis
• Local sensitivity diagnostics for Bayesian inference
• Local Sensitivity of Inferences to Prior Marginals
• Local-mass preserving prior distributions for nonparametric Bayesian models
• Minimally Informative Prior Distributions for Non-Parametric Bayesian Analysis
• New approaches to Bayesian consistency
• Nonparametric Bayesian data analysis
• Nonparametric Bayesian inference.
• On a global sensitivity measure for Bayesian inference
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Practical nonparametric and semiparametric Bayesian statistics
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Robust Bayesian analysis
• Robust Bayesian analysis: sensitivity to the prior
• Semiparametric Bayesian inference for stochastic frontier models
• Sensitivity analysis for Bayesian hierarchical models
• Sequential importance sampling for nonparametric Bayes models: The next generation
• Transformations and Bayesian density estimation

Cited in

(6)

• Bayesian sensitivity analysis with the Fisher-Rao metric
• scientific article; zbMATH DE number 3980274 (Why is no real title available?)
• A geometric approach for computing tolerance bounds for elastic functional data
• A sensitivity analysis for Bayesian nonparametric density estimators
• Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion)
• Merging rate of opinions via optimal transport on random measures

This page was built for publication: Geometric sensitivity measures for Bayesian nonparametric density estimation models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2316997)