Bayesian model diagnostics using functional Bregman divergence

DOI10.1016/J.JMVA.2013.11.008zbMATH Open1359.62083OpenAlexW1998595137MaRDI QIDQ392102FDOQ392102

Authors: Gyuhyeong Goh, Dipak K. Dey 

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

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zbMATH Keywords

Gaussian approximationMarkov chain Monte Carlocircular dataimportance samplingBayesian robustnessBregman divergence

Mathematics Subject Classification ID

Bayesian inference (62F15) Directional data; spatial statistics (62H11) Multivariate analysis (62H99) General considerations in statistical decision theory (62C05)

Cites Work

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• A Predictive View of the Detection and Characterization of Influential Observations in Regression Analysis

Cited In (10)

• Bregman divergence to generalize Bayesian influence measures for data analysis
• Bayesian model checking for multivariate outcome data
• An online optimization algorithm for the real-time quantum state tomography
• Testing for random effects in compound risk models via Bregman divergence
• Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis
• Partition Weighted Approach For Estimating the Marginal Posterior Density With Applications
• Bayesian and robust Bayesian analysis in a general setting
• A shared spatial model for multivariate extreme-valued binary data with non-random missingness
• Myopic robust index tracking with Bregman divergence
• Bayesian influence diagnostics using normalized functional Bregman divergence

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