Robustness of Bayesian Analyses

✍ Scribed by Joseph B. Kadane

• Book ID: 127434952
• Publisher: North-Holland
• Year: 1984
• Tongue: English
• Weight: 4 MB
• Series: Studies in Bayesian econometrics 4
• Category: Library
• City: Amsterdam; New York :, New York, N.Y
• ISBN-13: 9780444862099

✦ Synopsis

This paper presents algorithms for robustness analysis of Bayesian networks with global neighborhoods. Robust Bayesian inference is the calculation of bounds on posterior valuesgiven 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 ffl-contaminated, constant density ratio, constant density bounded and total variation classes of distributions.

✦ Subjects

Математическая статистика