An overview of robust Bayesian analysis

JO Berger, E Moreno, LR Pericchi, MJ Bayarri… - Test, 1994 - Springer
Robust Bayesian analysis is the study of the sensitivity of Bayesian answers to uncertain
inputs. This paper seeks to provide an overview of the subject, one that is accessible to …

[图书][B] Bayesian methods: A social and behavioral sciences approach

J Gill - 2002 - taylorfrancis.com
Despite increasing interest in Bayesian approaches, especially across the social sciences, it
has been virtually impossible to find a text that introduces Bayesian data analysis in a …

[图书][B] An introduction to Bayesian analysis: theory and methods

JK Ghosh, M Delampady, T Samanta - 2007 - books.google.com
This is a graduate-level textbook on Bayesian analysis blending modern Bayesian theory,
methods, and applications. Starting from basic statistics, undergraduate calculus and linear …

[图书][B] Numerical issues in statistical computing for the social scientist

M Altman, J Gill, MP McDonald - 2004 - books.google.com
At last—a social scientist's guide through the pitfalls of modern statistical computing
Addressing the current deficiency in the literature on statistical methods as they apply to the …

Robust bayesian analysis

F Ruggeri, DR Insua, J Martín - Handbook of statistics, 2005 - Elsevier
We provide an overview of robust Bayesian analysis with emphasis on foundational,
decision oriented and computational approaches. Common types of robustness analyses …

Bayesian robustness

JO Berger, DR Insua, F Ruggeri - Robust Bayesian Analysis, 2000 - Springer
An overview of the robust Bayesian approach is presented, primarily focusing on
developments in the last decade. Examples are presented to motivate the need for a robust …

Detecting and diagnosing prior and likelihood sensitivity with power-scaling

N Kallioinen, T Paananen, PC Bürkner… - Statistics and Computing, 2024 - Springer
Determining the sensitivity of the posterior to perturbations of the prior and likelihood is an
important part of the Bayesian workflow. We introduce a practical and computationally …

[图书][B] Local sensitivity of posterior expectations

PA Gustafson - 1994 - search.proquest.com
A local approach is used to study the sensitivity of posterior expectations to distributional
assumptions. The main focus is on perturbations to the prior distribution. Two types of …

Local sensitivity diagnostics for Bayesian inference

P Gustafson, L Wasserman - The Annals of Statistics, 1995 - projecteuclid.org
We investigate diagnostics for quantifying the effect of small changes to the prior distribution
over a k-dimensional parameter space. We show that several previously suggested …

Robust likelihood functions in Bayesian inference

L Greco, W Racugno, L Ventura - Journal of Statistical Planning and …, 2008 - Elsevier
In order to deal with mild deviations from the assumed parametric model, we propose a
procedure for accounting for model uncertainty in the Bayesian framework. In particular, in …