Methods for global prior robustness under generalized moment conditions

DOI10.1007/978-1-4612-1306-2_15MaRDI QIDQ5747432zbMATH OpenOpenAlexFDO

Authors Bruno Betrò, Alessandra Guglielmi

Publication date 14 February 2014

Published in Robust Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4612-1306-2_15

zbMATH Keywords

algorithmsBayesian inferencelinear semi-infinite programmingrobustness analysismoment theory

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic programming (90C15)

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• Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
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• Bayesian Inference Under Partial Prior Information
• Robust Bayesian analysis under generalized moments conditions
• Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
• Global robustness with respect to the loss function and the prior
• Linear semi-infinite programming theory: an updated survey
• Optimal selling mechanisms under moment conditions
• Primal-dual stability in continuous linear optimization
• An algorithm for calculating -minimax decision rules under generalized moment conditions.

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