Assessing sensitivity to priors using higher order approximations

DOI10.1080/03610920802401138MaRDI QIDQ3585244zbMATH OpenOpenAlexFDO

Authors

Publication date 19 August 2010

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802401138

zbMATH Keywords

Bayesian inferenceLaplace approximation\(p\)-valuesmatching priorsposterior quantiles

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Accurate Approximations for Posterior Moments and Marginal Densities
• An Analysis of the New York City Police Department's “Stop-and-Frisk” Policy in the Context of Claims of Racial Bias
• An Example of Wide Discrepancy Between Fiducial and Confidence Intervals
• Applied Asymptotics
• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• Improved Likelihood Inference for Discrete Data
• Information tradeoff
• Likelihood methods in statistics
• Noninformative priors for one parameter of many
• On probability matching priors
• Probability matching priors: Higher order asymptotics
• Saddle point approximation for the distribution of the sum of independent random variables
• Some Remarks on Noninformative Priors

Cited in

(7)

• Approximate Bayesian computation with modified log-likelihood ratios
• When should modes of inference disagree? Some simple but challenging examples
• Higher-order Bayesian Approximations for Pseudo-posterior Distributions
• Pseudo-Likelihoods for Bayesian Inference
• An efficient computational approach for prior sensitivity analysis and cross‐validation
• Marginal posterior simulation via higher-order tail area approximations
• A note on approximate Bayesian credible sets based on modified loglikelihood ratios

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