Imprecision and prior-data conflict in generalized Bayesian inference

DOI10.1080/15598608.2009.10411924MaRDI QIDQ2431674zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

robust Bayesian analysisprior-data conflictcanonical exponential familyimprecise priorsgeneralized Bayesian inferencegeneralized Bayes' ruleimprecise Dirichlet model (IDM)posterior imprecision

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Reasoning under uncertainty in the context of artificial intelligence (68T37)

Recommendations

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Cites work

• scientific article; zbMATH DE number 48344 (Why is no real title available?)
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• Robust Bayesian analysis
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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
• Minimum distance estimation in imprecise probability models
• The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
• A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models
• A minimum distance estimator in an imprecise probability model -- computational aspects and applications
• On extreme points of p-boxes and belief functions
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors
• A model of prior ignorance for inferences in the one-parameter exponential family
• Quasi-Bayesian analysis using imprecise probability assessments and the generalized Bayes' rule
• Testing the fit of data and external sets via an imprecise Sargan-Hansen test
• Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory
• General inferential limits under differential and pufferfish privacy
• Bayesian approach for inconsistent information
• On the geometry of Bayesian inference
• Bayesian nonparametric system reliability using sets of priors
• A note on learning dependence under severe uncertainty
• Sets of priors reflecting prior-data conflict and agreement
• Quantifying observed prior impact

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