𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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

No coin nor oath required. For personal study only.

✦ 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


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