Robustness In Bayesian Inference

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Robust Bayesian Analysis

Author : David Rios Insua
Publisher : Springer Science & Business Media
ISBN 13 : 1461213061
Total Pages : 431 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Robust Bayesian Analysis by : David Rios Insua

Download or read book Robust Bayesian Analysis written by David Rios Insua and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robust Bayesian analysis aims at overcoming the traditional objection to Bayesian analysis of its dependence on subjective inputs, mainly the prior and the loss. Its purpose is the determination of the impact of the inputs to a Bayesian analysis (the prior, the loss and the model) on its output when the inputs range in certain classes. If the impact is considerable, there is sensitivity and we should attempt to further refine the information the incumbent classes available, perhaps through additional constraints on and/ or obtaining additional data; if the impact is not important, robustness holds and no further analysis and refinement would be required. Robust Bayesian analysis has been widely accepted by Bayesian statisticians; for a while it was even a main research topic in the field. However, to a great extent, their impact is yet to be seen in applied settings. This volume, therefore, presents an overview of the current state of robust Bayesian methods and their applications and identifies topics of further in terest in the area. The papers in the volume are divided into nine parts covering the main aspects of the field. The first one provides an overview of Bayesian robustness at a non-technical level. The paper in Part II con cerns foundational aspects and describes decision-theoretical axiomatisa tions leading to the robust Bayesian paradigm, motivating reasons for which robust analysis is practically unavoidable within Bayesian analysis.

Bayesian Robustness

Author : James O. Berger
Publisher : IMS
ISBN 13 : 9780940600416
Total Pages : 364 pages
Book Rating : 4.6/5 (4 download)

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Book Synopsis Bayesian Robustness by : James O. Berger

Download or read book Bayesian Robustness written by James O. Berger and published by IMS. This book was released on 1996 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness of Bayesian Analyses

Author : Joseph B. Kadane
Publisher : North Holland
ISBN 13 :
Total Pages : 336 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Robustness of Bayesian Analyses by : Joseph B. Kadane

Download or read book Robustness of Bayesian Analyses written by Joseph B. Kadane and published by North Holland. This book was released on 1984 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness in Bayesian Inference

Author : Thomas Grant Menten
Publisher :
ISBN 13 :
Total Pages : 190 pages
Book Rating : 4.:/5 (634 download)

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Book Synopsis Robustness in Bayesian Inference by : Thomas Grant Menten

Download or read book Robustness in Bayesian Inference written by Thomas Grant Menten and published by . This book was released on 1979 with total page 190 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robust Bayesian Inference when the Data Conflicts with the Prior

Author : Thomas William Lucas
Publisher :
ISBN 13 :
Total Pages : 490 pages
Book Rating : 4.3/5 (121 download)

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Book Synopsis Robust Bayesian Inference when the Data Conflicts with the Prior by : Thomas William Lucas

Download or read book Robust Bayesian Inference when the Data Conflicts with the Prior written by Thomas William Lucas and published by . This book was released on 1991 with total page 490 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Some Aspects of Bayesian Robustness

Author : Kuo-Ren Lou
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.:/5 (356 download)

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Book Synopsis Some Aspects of Bayesian Robustness by : Kuo-Ren Lou

Download or read book Some Aspects of Bayesian Robustness written by Kuo-Ren Lou and published by . This book was released on 1996 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness of Bayesian Factor Analysis Estimates

Author : Sang Eun Lee
Publisher :
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.3/5 (121 download)

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Book Synopsis Robustness of Bayesian Factor Analysis Estimates by : Sang Eun Lee

Download or read book Robustness of Bayesian Factor Analysis Estimates written by Sang Eun Lee and published by . This book was released on 1994 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bayesian Data Analysis, Third Edition

Author : Andrew Gelman
Publisher : CRC Press
ISBN 13 : 1439840954
Total Pages : 677 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Bayesian Data Analysis, Third Edition by : Andrew Gelman

Download or read book Bayesian Data Analysis, Third Edition written by Andrew Gelman and published by CRC Press. This book was released on 2013-11-01 with total page 677 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.

Bayesian Robustness

Author :
Publisher :
ISBN 13 :
Total Pages : 353 pages
Book Rating : 4.:/5 (113 download)

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Book Synopsis Bayesian Robustness by :

Download or read book Bayesian Robustness written by and published by . This book was released on 1996 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness Analysis of Bayesian Networks with Global Neighborhoods

Author : Fabio Cozman
Publisher :
ISBN 13 :
Total Pages : 7 pages
Book Rating : 4.:/5 (382 download)

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Book Synopsis Robustness Analysis of Bayesian Networks with Global Neighborhoods by : Fabio Cozman

Download or read book Robustness Analysis of Bayesian Networks with Global Neighborhoods written by Fabio Cozman and published by . This book was released on 1996 with total page 7 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "This paper presents algorithms for robustness analysis of Bayesian networks with global neighborhoods. Robust Bayesian inference is the calculation of bounds on posterior values given perturbations in a probabilistic model. We present algorithms for robust inference (including expected utility, expected value and variance bounds) with global perturbations that can be modeled by [epsilon]-contaminated, constant density ratio, constant density bounded and total variation classes of distributions."

Robustness in the Bayesian Framework

Author : Mei-Hsiu Ling
Publisher :
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.:/5 (33 download)

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Book Synopsis Robustness in the Bayesian Framework by : Mei-Hsiu Ling

Download or read book Robustness in the Bayesian Framework written by Mei-Hsiu Ling and published by . This book was released on 1990 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific Inference, Data Analysis, and Robustness

Author : G. E. P. Box
Publisher : Academic Press
ISBN 13 : 1483259390
Total Pages : 317 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Scientific Inference, Data Analysis, and Robustness by : G. E. P. Box

Download or read book Scientific Inference, Data Analysis, and Robustness written by G. E. P. Box and published by Academic Press. This book was released on 2014-05-10 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematics Research Center Symposium: Scientific Inference, Data Analysis, and Robustness focuses on the philosophy of statistical modeling, including model robust inference and analysis of data sets. The selection first elaborates on pivotal inference and the conditional view of robustness and some philosophies of inference and modeling, including ideas on modeling, significance testing, and scientific discovery. The book then ponders on parametric empirical Bayes confidence intervals, ecumenism in statistics, and frequency properties of Bayes rules. Discussions focus on consistency of Bayes rules, scientific method and the human brain, and statistical estimation and criticism. The book takes a look at the purposes and limitations of data analysis, likelihood, shape, and adaptive inference, statistical inference and measurement of entropy, and the robustness of a hierarchical model for multinomials and contingency tables. Topics include numerical results for contingency tables and robustness, multinomials, flattening constants, and mixed Dirichlet priors, entropy and likelihood, and test as measurement of entropy. The selection is a valuable reference for researchers interested in robust inference and analysis of data sets.

Robust Bayesian Inference on Scale Parameters

Author : Carmen Fernández
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (359 download)

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Book Synopsis Robust Bayesian Inference on Scale Parameters by : Carmen Fernández

Download or read book Robust Bayesian Inference on Scale Parameters written by Carmen Fernández and published by . This book was released on 1996 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bayesian Robustness

Author :
Publisher :
ISBN 13 :
Total Pages : 353 pages
Book Rating : 4.:/5 (287 download)

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Book Synopsis Bayesian Robustness by :

Download or read book Bayesian Robustness written by and published by . This book was released on 2008* with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.

Robust Bayesian Inference for Econometrics

Author : Raffaella Giacomini
Publisher :
ISBN 13 :
Total Pages : 41 pages
Book Rating : 4.:/5 (126 download)

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Book Synopsis Robust Bayesian Inference for Econometrics by : Raffaella Giacomini

Download or read book Robust Bayesian Inference for Econometrics written by Raffaella Giacomini and published by . This book was released on 2021 with total page 41 pages. Available in PDF, EPUB and Kindle. Book excerpt: We review the literature on robust Bayesian analysis as a tool for global sensitivity analysis and for statistical decision-making under ambiguity. We discuss the methods proposed in the literature, including the different ways of constructing the set of priors that are the key input of the robust Bayesian analysis. We consider both a general set-up for Bayesian statistical decisions and inference and the special case of set-identified structural models. We provide new results that can be used to derive and compute the set of posterior moments for sensitivity analysis and to compute the optimal statistical decision under multiple priors. The paper ends with a self-contained discussion of three different approaches to robust Bayesian inference for set-identified structural vector autoregressions, including details about numerical implementation and an empirical illustration.

Robust Bayesian Inference in Proxy SVARs

Author : Raffaella Giacomini
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (115 download)

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Book Synopsis Robust Bayesian Inference in Proxy SVARs by : Raffaella Giacomini

Download or read book Robust Bayesian Inference in Proxy SVARs written by Raffaella Giacomini and published by . This book was released on 2020 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness in Statistics

Author : Robert L. Launer
Publisher : Academic Press
ISBN 13 : 1483263363
Total Pages : 313 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Robustness in Statistics by : Robert L. Launer

Download or read book Robustness in Statistics written by Robert L. Launer and published by Academic Press. This book was released on 2014-05-12 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Robustness in Statistics contains the proceedings of a Workshop on Robustness in Statistics held on April 11-12, 1978, at the Army Research Office in Research Triangle Park, North Carolina. The papers review the state of the art in statistical robustness and cover topics ranging from robust estimation to the robustness of residual displays and robust smoothing. The application of robust regression to trajectory data reduction is also discussed. Comprised of 14 chapters, this book begins with an introduction to robust estimation, paying particular attention to iteration schemes and error structure of estimators. Sensitivity and influence curves as well as their connection with jackknife estimates are described. The reader is then introduced to a simple analog of trimmed means that can be used for studying residuals from a robust point-of-view; a class of robust estimators (called P-estimators) based on the location and scale-invariant Pitman estimators of location; and robust estimation in the presence of outliers. Subsequent chapters deal with robust regression and its use to reduce trajectory data; tests for censoring of extreme values, especially when population distributions are incompletely defined; and robust estimation for time series autoregressions. This monograph should be of interest to mathematicians and statisticians.