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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We consider the case in which the available knowledge does not allow to specify a precise probabilistic model for the prior and/or likelihood in statistical estimation. We assume that this imprecision can be represented by belief functions. Thus, we exploit the mathematical structure of belief functions and their equivalent representation in terms of closed convex sets of probability measures t...
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We propose adjustments for model ambiguity that survive in continuoustime limits. Our formulations emerge from continuous-time versions of two discrete-time recursive models that Hansen and Sargent (2007) used for a decision maker who knows neither models nor distributions of unobserved states. We use expectations of likelihood ratios (relative entropies) to measure concerns about model misspec...
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Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functional on the set of all probability measures, qualitative robustness is proven ...
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Abreviated Title: Qualitative Robustness SUMMARY In this paper we generalize Hampel's definition of robustness and IT-robustness of a sequence of estimators to the case of non i.i.d. stochastic processes, using appropriate metrics on the space of finite and infinite dimensional samples. We also present a different approach to qualitative robust-ness based on uniform insensitivity of the sequenc...
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ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2012
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v8i3.532