Assigning a value to a power likelihood in a general Bayesian model

DOI10.1093/BIOMET/ASX010MaRDI QIDQ5384489zbMATH OpenOpenAlexFDO

Authors Chris Holmes, Stephen G. Walker

Publication date 24 June 2019

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1701.08515

zbMATH Keywords

exponential familyscore functionFisher informationFisher information distance

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Robustness and adaptive procedures (parametric inference) (62F35)

Abstract: Bayesian approaches to data analysis and machine learning are widespread and popular as they provide intuitive yet rigorous axioms for learning from data; see Bernardo and Smith (2004) and Bishop (2006). However, this rigour comes with a caveat that the Bayesian model is a precise reflection of Nature. There has been a recent trend to address potential model misspecification by raising the likelihood function to a power, primarily for robustness reasons, though not exclusively. In this paper we provide a coherent specification of the power parameter once the Bayesian model has been specified in the absence of a perfect model.

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