Numerical treatment of Bayesian robustness problems

DOI10.1016/J.IJAR.2008.03.016MaRDI QIDQ962855zbMATH OpenOpenAlexFDO

Authors Bruno Betrò

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.2008.03.016

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear programming (90C05) Applications of mathematical programming (90C90) Robustness and adaptive procedures (parametric inference) (62F35) Semi-infinite programming (90C34)

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Cites work

• scientific article; zbMATH DE number 1186924 (Why is no real title available?)
• A central cutting plane algorithm for the convex programming problem
• An accelerated central cutting plane algorithm for linear semi-infinite programming
• Bayesian robustness
• Computing posterior upper expectations
• Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
• Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
• Methods for global prior robustness under generalized moment conditions
• Programming with linear fractional functionals
• Ranges of Posterior Measures for Some Classes of Priors with Specified Moments
• Recent contributions to linear semi-infinite optimization
• Robust Bayesian analysis
• Robust Bayesian analysis under generalized moments conditions
• Robust Empirical Bayes Analyses of Event Rates
• Sampling-Based Approaches to Calculating Marginal Densities

Cited in

(13)

• On the robustness of Bayesian networks to learning from non-conjugate sampling
• Qualitative robustness in Bayesian inference
• Foundations of statistical inference based on numerical roots of robust pivot functions
• Methods for global prior robustness under generalized moment conditions
• Linearization of Bayesian robustness problems
• Bayesian Quadrature Optimization for Probability Threshold Robustness Measure
• Comment on “A Gibbs Sampler for a Class of Random Convex Polytopes” by P.E. Jacob, R. Gong, P.T. Edlefsen and A.P. Dempster
• Rejoinder—A Gibbs Sampler for a Class of Random Convex Polytopes
• Comments on: Stability in linear optimization and related topics. A personal tour
• Robust Bayesian analysis of Weibull failure model
• Linearization techniques in Bayesian robustness
• Recent contributions to linear semi-infinite optimization
• Recent contributions to linear semi-infinite optimization: an update

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