Local Sensitivity of Inferences to Prior Marginals

DOI10.2307/2291672zbMATH Open0869.62022OpenAlexW4244331503MaRDI QIDQ3129059FDOQ3129059

Authors: Paul Gustafson 

Publication date: 26 August 1997

Full work available at URL: https://doi.org/10.2307/2291672

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zbMATH Keywords

hierarchical modelBayesian robustnessFrechet derivativelocal sensitivitymultidimensional priorperturbations of prior marginalssensitivity of posterior expectations

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (24)

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• Sensitivity analysis for Bayesian hierarchical models
• A study of Bayesian local robustness with applications in actuarial statistics
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• Local influence on posterior distributions under multiplicative modes of perturbation
• Sensitivity to prior independence via farlie-gumbel-morgenstern model
• MCMC-based local parametric sensitivity estimations
• A Simple Method to Study Sensitivity of BMP's
• Local sensitivity diagnostics for Bayesian inference
• An efficient computational approach for prior sensitivity analysis and cross‐validation
• On the overall sensitivity of the posterior distribution to its inputs
• Bayesian local influence of generalized failure time models with latent variables and multivariate censored data
• Statistical inference for nonignorable missing-data problems: a selective review
• Posterior sensitivity to the sampling distribution and the prior: More than one observation
• Bayesian local influence analysis of skew-normal spatial dynamic panel data models
• A simple diagnostic tool for local prior sensitivity
• Assessing sensitivity to priors using higher order approximations
• Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness
• Robustness of bayesian factor analysis estimates
• Local sensitivity of posterior expectations
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• Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion)
• Geometric sensitivity measures for Bayesian nonparametric density estimation models
• Sensitivity of Bayes Estimators to Hyper-Parameters with an Application to Maximum Yield from Fisheries

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