Bayesian estimation of the discrepancy with misspecified parametric models

DOI10.1214/13-BA024zbMATH1329.62123MaRDI 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

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)

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Cited in

(9)

• Bayesian inference with misspecified models
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• Metropolis–Hastings via Classification
• Comparing and calibrating discrepancy measures for Bayesian model selection
• A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
• Weak and TV consistency in Bayesian uncertainty quantification using disintegration
• scientific article; zbMATH DE number 6142324 (Why is no real title available?)
• Bayesian Model Selection: Measuring the χ²Discrepancy with the Uniform Distribution
• Parameter estimator based on a minimum discrepancy criterion: a Bayesian approach

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