Bayesian Robustness: A Nonasymptotic Viewpoint
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Publication:6567906
Cites work
- scientific article; zbMATH DE number 3211315 (Why is no real title available?)
- scientific article; zbMATH DE number 3320125 (Why is no real title available?)
- A general method for robust Bayesian modeling
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- Extended stochastic gradient Markov chain Monte Carlo for large-scale Bayesian variable selection
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- MCMC using Hamiltonian dynamics
- NON-NORMALITY AND TESTS ON VARIANCES
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- Optimal Scaling of Discrete Approximations to Langevin Diffusions
- Random walks in a convex body and an improved volume algorithm
- Rates of convergence of the Hastings and Metropolis algorithms
- Robust Bayesian inference via coarsening
- Robust Estimation of a Location Parameter
- Robust and scalable Bayes via a median of subset posterior measures
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Stochastic differential equations. An introduction with applications.
- Theoretical Guarantees for Approximate Sampling from Smooth and Log-Concave Densities
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