Numerical treatment of Bayesian robustness problems
DOI10.1016/J.IJAR.2008.03.016zbMATH Open1185.62056OpenAlexW2090144164MaRDI QIDQ962855FDOQ962855
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
Recommendations
Bayesian inference (62F15) Linear programming (90C05) Applications of mathematical programming (90C90) Robustness and adaptive procedures (parametric inference) (62F35) Semi-infinite programming (90C34)
Cites Work
- Robust Empirical Bayes Analyses of Event Rates
- Programming with linear fractional functionals
- Sampling-Based Approaches to Calculating Marginal Densities
- Bayesian robustness
- Robust Bayesian analysis
- Generalized Chebychev Inequalities: Theory and Applications in Decision Analysis
- Title not available (Why is that?)
- Recent contributions to linear semi-infinite optimization
- A central cutting plane algorithm for the convex programming problem
- An accelerated central cutting plane algorithm for linear semi-infinite programming
- Robust Bayesian analysis under generalized moments conditions
- Ranges of Posterior Measures for Some Classes of Priors with Specified Moments
- Methods for global prior robustness under generalized moment conditions
- Generalized moment theory and Bayesian robustness analysis for hierarchical mixture models
- Computing posterior upper expectations
Cited In (13)
- Qualitative robustness in Bayesian inference
- On the robustness of Bayesian networks to learning from non-conjugate sampling
- Foundations of statistical inference based on numerical roots of robust pivot functions
- Methods for global prior robustness under generalized moment conditions
- Bayesian Quadrature Optimization for Probability Threshold Robustness Measure
- Linearization of Bayesian robustness problems
- 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
This page was built for publication: Numerical treatment of Bayesian robustness problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q962855)
