Robust Bayesian inference via γ-divergence

DOI10.1080/03610926.2018.1543765OpenAlexW2914749279MaRDI QIDQ5085581

Shintaro Hashimoto, Tomoyuki Nakagawa

Publication date: 27 June 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1543765

zbMATH Keywords

Bayes estimatorrobust estimationquasi-posteriordensity power divergence\(\gamma\)-divergence

Mathematics Subject Classification ID

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

Related Items (2)

Approximate Gibbs sampler for Bayesian Huberized lasso ⋮ Adaptation of the tuning parameter in general Bayesian inference with robust divergence

Cites Work

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