Bayesian heavy-tailed models and conflict resolution: a review

DOI10.1214/11-BJPS164zbMATH Open1319.62064OpenAlexW1971130432WikidataQ61856196 ScholiaQ61856196MaRDI QIDQ447980FDOQ447980

Authors: Anthony O'Hagan, Luis Pericchi 

Publication date: 30 August 2012

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1341320249

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zbMATH Keywords

outliersbuilt-in robustnessheavy-tailed modellingpartial rejection of informationrejection of informationtheory of conflict resolution

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cites Work

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Cited In (30)

• Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior
• Bayesian robustness modeling using regularly varying distributions
• Robustness against conflicting prior information in regression
• Robust heavy-tailed versions of generalized linear models with applications in actuarial science
• Penalising model component complexity: a principled, practical approach to constructing priors
• Log-regularly varying scale mixture of normals for robust regression
• Posterior robustness with milder conditions: contamination models revisited
• Model averaging for robust extrapolation in evidence synthesis
• A new Bayesian approach to robustness against outliers in linear regression
• Robustness to outliers in location-scale parameter model using log-regularly varying distributions
• A note on conflict of information and subexponential densities
• On the robustness to outliers of the Student‐t process
• Title not available (Why is that?)
• Summarizing empirical information on between-study heterogeneity for Bayesian random-effects meta-analysis
• Meta-analytic-predictive use of historical variance data for the design and analysis of clinical trials
• On the robustness of Bayesian modelling of location and scale structures using heavy-tailed distributions
• Theoretical properties of Bayesian Student-\(t\) linear regression
• Interval generalization of the Bayesian model of collective decision-making in conflict situations
• Modelling conflicting information using subexponential distributions and related classes
• A Proposal for Informative Default Priors Scaled by the Standard Error of Estimates
• Bayesian robustness modelling using the O‐regularly varying distributions
• Posterior moments and quantiles for the normal location model with Laplace prior
• Fitting Latent Non-Gaussian Models Using Variational Bayes and Laplace Approximations
• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• Inferring stochastic group interactions within structured populations via coupled autoregression
• A robust conflict measure of inconsistencies in Bayesian hierarchical models
• Extensions of a conflict measure of inconsistencies in Bayesian hierarchical models
• Informed reversible jump algorithms
• Robust meta‐analytic‐predictive priors in clinical trials with historical control information
• Bayesian robustness modelling using the floor distribution

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