Qualitative Robustness in Bayesian Inference
نویسندگان
چکیده
منابع مشابه
Qualitative Robustness in Bayesian Inference
We develop a framework for quantifying the sensitivity of the distribution of posterior distributions with respect to perturbations of the prior and data generating distributions in the limit when the number of data points grows towards infinity. In this generalization of Hampel [47] and Cuevas’ [18] notion of qualitative robustness to Bayesian inference, posterior distributions are analyzed as...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2017
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2017014