Sensitivity in Bayesian Statistics: The Prior and the Likelihood

DOI10.2307/2290583MaRDI QIDQ3361691zbMATH OpenOpenAlexFDO

Authors Michael Lavine

Publication date 1991

Full work available at URL https://doi.org/10.2307/2290583

zbMATH Keywords

algorithmcomputing ranges of posterior expectationsrobust Bayesiansensitivity analysessensitivity to the priorsensitivity to the sampling modelturning ratio-linear problems into sequences of linear problems

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian inference (62F15) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

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• The dilation phenomenon in robust Bayesian inference. (With discussion)
• An overview of robust Bayesian analysis. (With discussion)
• Optimal robust credible sets for density-bounded priors
• Bayesian robustness on constrained density band classes
• Joint sensitivity in Bayesian decision theory
• Credal networks
• Computing posterior upper expectations
• Bayesian sensitivity analysis of a nonlinear dynamic factor analysis model with nonparametric prior and possible nonignorable missingness
• BEMMA: a hierarchical Bayesian end-member modeling analysis of sediment grain-size distributions
• Robust Bayesian analysis of selection models
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• Symmetric, coherent, Choquet capacities
• Density based classes of priors: Infinitesimal properties and approximations
• Classes of bidimensional priors specified on a collection of sets: Bayesian robustness
• The conflict between improper priors and robustness
• Local sensitivity of posterior expectations
• Posterior sensitivity to the sampling distribution and the prior: More than one observation
• On the overall sensitivity of the posterior distribution to its inputs
• The Esscher premium principle in risk theory: A Bayesian sensitivity study
• Using prior expansions for prior-data conflict checking
• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• On the geometry of Bayesian inference
• Robust Bayesian seemingly unrelated regression model
• Robust Bayesian diagnostics
• Inferences for hierarchical models with partial prior information
• Inference in credal networks: Branch-and-bound methods and the A/R+ algorithm
• Robust likelihood functions in Bayesian inference
• Prior Density Selection as a Particular Case of Bayesian Model Selection: A Predictive Approach
• Assessing sensitivity to priors using higher order approximations
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Robust Bayesian analysis of the binomial empirical Bayes problem
• Model influence functions based on mixtures
• STATISTICAL INFERENCES BASED ON A SECOND-ORDER POSSIBILITY DISTRIBUTION
• Bayesian Robustness of the Posterior Predictivep-Value
• Sensitivity of the fractional Bayes factor to prior distributions
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• Sensitivity to prior independence via farlie-gumbel-morgenstern model
• On the sensitivity of Bayes factors to the prior distributions
• Statistical inference for nonignorable missing-data problems: a selective review
• Detecting and diagnosing prior and likelihood sensitivity with power-scaling
• General inferential limits under differential and pufferfish privacy
• Computational approaches for empirical Bayes methods and Bayesian sensitivity analysis
• Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
• Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing
• Bayesian hidden Markov model for DNA sequence segmentation: a prior sensitivity analysis
• Importance sampling for Bayesian sensitivity analysis
• Degree of imprecision: geometric and algorithmic approaches

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