Imprecision and prior-data conflict in generalized Bayesian inference

DOI10.1080/15598608.2009.10411924zbMath1211.62051MaRDI QIDQ2431674

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

prior-data conflict; robust Bayesian analysis; canonical exponential family; imprecise priors; generalized Bayesian inference; generalized Bayes' rule; imprecise Dirichlet model (IDM); posterior imprecision

Mathematics Subject Classification ID

62F15: Bayesian inference

62F35: Robustness and adaptive procedures (parametric inference)

68T37: Reasoning under uncertainty in the context of artificial intelligence

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