Bayesian and robust Bayesian analysis in a general setting

DOI10.1080/03610926.2018.1482344OpenAlexW2899063778MaRDI QIDQ5864795FDOQ5864795

Publication date: 10 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1482344

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zbMATH Keywords

Bayesian inference Bregman divergence loss function robust Bayesian inference posterior regret Gamma minimax

Mathematics Subject Classification ID

Statistics (62-XX)

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An overview of robust Bayesian analysis. (With discussion)
Robust Bayesian analysis: sensitivity to the prior
Functional Bregman Divergence and Bayesian Estimation of Distributions
Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
Nonnegative Matrix Factorization with the Itakura-Saito Divergence: With Application to Music Analysis
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Loss robustness via Fisher-weighted squared-error loss function
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Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
Bayesian prediction of \(k\)-record values based on progressively censored data from exponential distribution

Cited In (8)

Robust Bayesian estimator in a normal model with uncertain hierarchical priors
Bayesian Robustness and Bayesian Nonparametrics
A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
Title not available (Why is that?)
Robust Bayesian analysis of a multivariate dynamic model
Robust Bayesian analysis of generalized inverted family of distributions
A generalization of interval Bayesian inference mechanisms and prospects for their use
Topics on the Foundations of Robust Bayesian Analysis

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