Imprecision and prior-data conflict in generalized Bayesian inference
DOI10.1080/15598608.2009.10411924zbMATH Open1211.62051OpenAlexW2031523887MaRDI QIDQ2431674FDOQ2431674
Authors: Gero Walter, Thomas Augustin 
Publication date: 18 April 2011
Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15598608.2009.10411924
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robust Bayesian analysisprior-data conflictcanonical exponential familyimprecise priorsgeneralized Bayesian inferencegeneralized Bayes' ruleimprecise Dirichlet model (IDM)posterior imprecision
Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Reasoning under uncertainty in the context of artificial intelligence (68T37)
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Cited In (18)
- Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach
- The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
- Testing the fit of data and external sets via an imprecise Sargan-Hansen test
- A model of prior ignorance for inferences in the one-parameter exponential family
- General inferential limits under differential and pufferfish privacy
- On extreme points of p-boxes and belief functions
- Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory
- Bayesian nonparametric system reliability using sets of priors
- A minimum distance estimator in an imprecise probability model -- computational aspects and applications
- Sets of priors reflecting prior-data conflict and agreement
- Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
- Minimum distance estimation in imprecise probability models
- On the geometry of Bayesian inference
- Bayesian approach for inconsistent information
- A note on learning dependence under severe uncertainty
- A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models
- Quantifying observed prior impact
- Quasi-Bayesian analysis using imprecise probability assessments and the generalized Bayes' rule
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