Distances between nested densities and a measure of the impact of the prior in Bayesian statistics

DOI10.1214/16-AAP1202zbMath1381.60065arXiv1510.05826OpenAlexW2964046333WikidataQ57747863 ScholiaQ57747863MaRDI QIDQ525294

Yvik Swan, Christophe Ley, Gesine D. Reinert

Publication date: 3 May 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.05826

zbMATH Keywords

Bayesian analysisStein's methodposterior distributionprior distribution

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Bayesian inference (62F15)

Related Items (14)

Distances between distributions via Stein's method ⋮ The Wasserstein impact measure (WIM): a practical tool for quantifying prior impact in Bayesian statistics ⋮ Stein’s method and the distribution of the product of zero mean correlated normal random variables ⋮ First-order covariance inequalities via Stein's method ⋮ Lower bound for the coarse Ricci curvature of continuous-time pure-jump processes ⋮ Minimum L^q‐distance estimators for non‐normalized parametric models ⋮ Stein's method meets computational statistics: a review of some recent developments ⋮ Stein's density method for multivariate continuous distributions ⋮ Stein’s method and approximating the multidimensional quantum harmonic oscillator ⋮ Quantification of the impact of priors in Bayesian statistics via Stein's method ⋮ Bayesian copula spectral analysis for stationary time series ⋮ Polynomial surrogates for Bayesian traveltime tomography ⋮ Existence of Stein kernels under a spectral gap, and discrepancy bounds ⋮ Quasiconvex Jensen Divergences and Quasiconvex Bregman Divergences

This page was built for publication: Distances between nested densities and a measure of the impact of the prior in Bayesian statistics