Bayesian estimation of the discrepancy with misspecified parametric models

DOI10.1214/13-BA024zbMATH Open1329.62123MaRDI QIDQ908035FDOQ908035

Authors: Pierpaolo De Blasi, Stephen G. Walker 

Publication date: 2 February 2016

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

Full work available at URL: https://projecteuclid.org/euclid.ba/1386166313

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zbMATH Keywords

asymptoticsBayesian nonparametricsGaussian processKullback-Leibler divergenceposterior consistencysemi-parametric density model

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

Cited In (8)

• Bayesian inference with misspecified models
• Bayesian Model Selection: Measuring the χ²Discrepancy with the Uniform Distribution
• Metropolis–Hastings via Classification
• Title not available (Why is that?)
• Weak and TV consistency in Bayesian uncertainty quantification using disintegration
• Comparing and calibrating discrepancy measures for Bayesian model selection
• Parameter estimator based on a minimum discrepancy criterion: a Bayesian approach
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics

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