Local Sensitivity of Inferences to Prior Marginals

DOI10.2307/2291672MaRDI QIDQ3129059zbMATH OpenOpenAlexFDO

Authors Paul Gustafson

Publication date 26 August 1997

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

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)

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Cited in

(26)

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• Bayesian influence analysis of generalized partial linear mixed models for longitudinal data
• Sensitivity analysis for Bayesian hierarchical models
• A study of Bayesian local robustness with applications in actuarial statistics
• Bayesian local influence for survival models
• Local influence on posterior distributions under multiplicative modes of perturbation
• MCMC-based local parametric sensitivity estimations
• Sensitivity to prior independence via farlie-gumbel-morgenstern model
• Covariances, robustness, and variational Bayes
• Approximated sensitivity analysis in posterior predictive distribution
• 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
• Posterior sensitivity to the sampling distribution and the prior: More than one observation
• Statistical inference for nonignorable missing-data problems: a selective review
• 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
• Local sensitivity of posterior expectations
• Robustness of bayesian factor analysis estimates
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• Evaluating sensitivity to the stick-breaking prior in Bayesian nonparametrics (with discussion)
• Geometric sensitivity measures for Bayesian nonparametric density estimation models

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