Robust Bayesian Inference on Scale Parameters

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Robust and Private Bayesian Inference

We examine the robustness and privacy of Bayesian inference, under assumptions on the prior, and with no modifications to the Bayesian framework. First, we generalise the concept of differential privacy to arbitrary dataset distances, outcome spaces and distribution families. We then prove bounds on the robustness of the posterior, introduce a posterior sampling mechanism, show that it is diffe...

متن کامل

Adjusted Bayesian inference for selected parameters

We address the problem of providing inference for parameters selected after viewing the data. A frequentist solution to this problem is False Discovery Rate adjusted inference. We explain the role of selection in controlling the occurrence of false discoveries in Bayesian analysis, and argue that Bayesian inference may also be affected by selection – in particular Bayesian inference based on su...

متن کامل

Hierarchical Bayesian ARX models for robust inference

Gaussian innovations are the typical choice in most ARX models but using other distributions such as the Student’s t could be useful. We demonstrate that this choice of distribution for the innovations provides an increased robustness to data anomalies, such as outliers and missing observations. We consider these models in a Bayesian setting and perform inference using numerical procedures base...

متن کامل

Robust Bayesian Inference Using the Mixture Priors

In Bayesian estimation the posterior distribution is proportional to likelihood function and the prior density of the parameter. Thus Bayesian inference, most often, is affected by the prior density. In this paper we look at how we can make Bayesian inference more robust against a poorly specified prior. We find that using a mixture of conjugate priors enables us to do this. We allow a small pr...

متن کامل

The dilation phenomenon in robust Bayesian inference*

Upper and lower probabilities may become uniformly less precise after conditioning. We call this dilation. We review some results about dilation, present some examples and explore the effect of Bayesian updating. Also, we show a connection between dilation and nonconglomerability. Finally, we consider the implications of this phenomenon. AMS Subject Classifications: Primary 62F15; Secondary 62F35

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 2001

ISSN: 0047-259X

DOI: 10.1006/jmva.2000.1933