Bayesian Robustness: A Nonasymptotic Viewpoint
From MaRDI portal
Publication:6567906
DOI10.1080/01621459.2023.2174121MaRDI QIDQ6567906FDOQ6567906
Authors: Kush Bhatia, Yi-An Ma, Anca Diana Dragan, Peter L. Bartlett, Michael Jordan
Publication date: 5 July 2024
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Cites Work
- MCMC using Hamiltonian dynamics
- Exponential convergence of Langevin distributions and their discrete approximations
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust Estimation of a Location Parameter
- Title not available (Why is that?)
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Stochastic differential equations. An introduction with applications.
- Rates of convergence of the Hastings and Metropolis algorithms
- A general method for robust Bayesian modeling
- Robust Bayesian Inference via Coarsening
- An overview of robust Bayesian analysis. (With discussion)
- Random walks in a convex body and an improved volume algorithm
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Brownian motion. An introduction to stochastic processes. With contributions by Björn Böttcher
- NON-NORMALITY AND TESTS ON VARIANCES
- Title not available (Why is that?)
- Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
- Robust and Scalable Bayes via a Median of Subset Posterior Measures
- Title not available (Why is that?)
Cited In (1)
This page was built for publication: Bayesian Robustness: A Nonasymptotic Viewpoint
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6567906)