An Approach to Bayesian Sensitivity Analysis
نویسنده
چکیده
This paper describes an approach to Bayesian sensitivity analysis that uses an innuence statistic and an outlier statistic to assess the sensitivity of a model to perturbations. The basic outlier statistic is a Bayes factor, while the innuence statistic depends strongly on the purpose of the analysis. The task of innuence analysis is aided by having an interpretable innuence statistic. Two alternative divergences, an L1 distance and a 2 divergence are proposed and shown to be interpretable. The Bayes factor and the proposed innuence measures are shown to be summaries of the posterior of a perturbation function.
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