Bayesian model robustness via disparities
نویسندگان
چکیده
منابع مشابه
Bayesian Model Robustness via Disparities
This paper develops a methodology for robust Bayesian inference through the use of disparities. Metrics such as Hellinger distance and negative exponential disparity have a long history in robust estimation in frequentist inference. We demonstrate that an equivalent robustification may be made in Bayesian inference by substituting an appropriately scaled disparity for the log likelihood to whic...
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ژورنال
عنوان ژورنال: TEST
سال: 2014
ISSN: 1133-0686,1863-8260
DOI: 10.1007/s11749-014-0360-z