Robust Bayes estimation using the density power divergence

DOI10.1007/S10463-014-0499-0zbMATH Open1440.62095OpenAlexW2054932610MaRDI QIDQ263267FDOQ263267

Authors: Abhik Ghosh, Ayanendranath Basu 

Publication date: 4 April 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-014-0499-0

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zbMATH Keywords

robustnessBayes estimationdensity power divergencepseudo-posterior

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

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• GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK
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• Robust and efficient estimation by minimising a density power divergence
• Risk minimization for time series binary choice with variable selection
• Exponential screening and optimal rates of sparse estimation
• Statistical Inference
• Gibbs posterior for variable selection in high-dimensional classification and data mining

Cited In (24)

• Robust Bayesian inference via γ-divergence
• Gradient conjugate priors and multi-layer neural networks
• Flexible Bayesian quantile regression based on the generalized asymmetric Huberised-type distribution
• Dynamical Systems Approach to Outlier Robust Deep Neural Networks for Regression
• Robust inference for destructive one-shot device test data under Weibull lifetimes and competing risks
• Approximate Gibbs sampler for Bayesian Huberized lasso
• Minimizing robust density power-based divergences for general parametric density models
• Title not available (Why is that?)
• Joint production in stochastic non-parametric envelopment of data with firm-specific directions
• Generalized Bayesian Inference for Discrete Intractable Likelihood
• Variation of the expectation and quantiles of the mixture of ordered distributions under imprecise choice of prior
• Robust estimation in controlled branching processes: Bayesian estimators via disparities
• Adaptation of the tuning parameter in general Bayesian inference with robust divergence
• Bayesian Robust Estimation of the Mean
• Title not available (Why is that?)
• Objective Bayesian inference with proper scoring rules
• Some Universal Insights on Divergences for Statistics, Machine Learning and Artificial Intelligence
• General Robust Bayes Pseudo-Posteriors: Exponential Convergence Results with Applications
• Comments on: ``On active learning methods for manifold data
• Robust estimation of average treatment effects from panel data
• Title not available (Why is that?)
• The minimum \(S\)-divergence estimator under continuous models: the Basu-Lindsay approach
• Robust confidence distributions from proper scoring rules
• On the consistency and the robustness in model selection criteria

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