Importance sampling for Bayesian sensitivity analysis

DOI10.1016/J.IJAR.2008.03.015MaRDI QIDQ962854zbMATH OpenOpenAlexFDO

Authors Ben O'Neill

Publication date 7 April 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2008.03.015

zbMATH Keywords

Bayesian statisticsimportance samplingimprecise previsionimprecise probabilityrobustnesssensitivity analysis

Mathematics Subject Classification ID

Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

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Cited in

(8)

• Imprecise Monte Carlo simulation and iterative importance sampling for the estimation of lower previsions
• Bayesian knowledge base tuning
• Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
• Importance-Weighted Marginal Bayesian Posterior Density Estimation
• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• Quantification of empirical determinacy: The impact of likelihood weighting on posterior location and spread in Bayesian meta-analysis estimated with JAGS and INLA
• Modified importance sampling for performance evaluation and sensitivity analysis of computer simulation models
• On the robustness of Bayesian networks to learning from non-conjugate sampling

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