Bayesian model diagnostics using functional Bregman divergence

DOI10.1016/j.jmva.2013.11.008zbMath1359.62083MaRDI QIDQ392102

Gyuhyeong Goh, Dey, Dipak K.

Publication date: 13 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.11.008

zbMATH Keywords

importance sampling; Markov chain Monte Carlo; Bayesian robustness; circular data; Bregman divergence; Gaussian approximation

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62H99: Multivariate analysis

62F15: Bayesian inference

62C05: General considerations in statistical decision theory

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