Sensitivity of the fractional Bayes factor to prior distributions

DOI10.2307/3315983zbMATH Open0962.62022OpenAlexW2133315500WikidataQ61856258 ScholiaQ61856258MaRDI QIDQ4521143FDOQ4521143

Authors: Caterina Conigliani, Anthony O'Hagan 

Publication date: 19 June 2001

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7f206f75bf08fc257e52d9808168fe0b733bb1b8

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zbMATH Keywords

sensitivitytraining samplefractional Bayes factorGateaux differential

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• The Intrinsic Bayes Factor for Model Selection and Prediction
• Robust Bayesian analysis: sensitivity to the prior
• Sensitivity of some posterior summaries when the prior is unimodal with specified quantiles
• The conflict between improper priors and robustness
• Local sensitivity of posterior expectations
• Robust statistics: From classical to Bayesian analysis

Cited In (15)

• A generalized predictive criterion for model selection
• Prior adjusted default Bayes factors for testing (in)equality constrained hypotheses
• Bayes factor testing of multiple intraclass correlations
• Bayesian analysis of autoregressive time series with change points
• On the use of Non-Local Prior Densities in Bayesian Hypothesis Tests
• A robust Bayesian approach for unit root testing
• Automatic Bayes factors for testing variances of two independent normal distributions
• On the sensitivity of Bayes factors to the prior distributions
• A Bayesian nonparametric method for model evaluation: application to genetic studies
• Bayesian assessment of goodness of fit against nonparametric alternatives
• Alternative Bayes factors: Sample size determination and discriminatory power assessment
• Bayesian estimation of cognitive decline in patients with alzheimer's disease
• Prior sensitivity in theory testing: an apologia for the Bayes factor
• The conflict between improper priors and robustness
• Consistent fractional Bayes factor for nested normal linear models

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