Assessing sensitivity to priors using higher order approximations

DOI10.1080/03610920802401138zbMATH Open1318.62089OpenAlexW2164686924MaRDI QIDQ3585244FDOQ3585244

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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• Approximations of marginal tail probabilities for a class of smooth functions with applications to Bayesian and conditional inference
• Information tradeoff
• An Analysis of the New York City Police Department's “Stop-and-Frisk” Policy in the Context of Claims of Racial Bias

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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