Sensitivity of the fractional Bayes factor to prior distributions

DOI10.2307/3315983MaRDI QIDQ4521143zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

sensitivitytraining samplefractional Bayes factorGateaux differential

Mathematics Subject Classification ID

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

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Cites work

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

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
• A Bayesian nonparametric method for model evaluation: application to genetic studies
• On the sensitivity of Bayes factors to the prior distributions
• Bayesian assessment of goodness of fit against nonparametric alternatives
• Alternative Bayes factors: Sample size determination and discriminatory power assessment
• Prior sensitivity in theory testing: an apologia for the Bayes factor
• Bayesian estimation of cognitive decline in patients with alzheimer's disease
• The conflict between improper priors and robustness
• Consistent fractional Bayes factor for nested normal linear models

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