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RESEARCH PRODUCT

An overview of robust Bayesian analysis

Anirban DasguptaJulián De La HorraJacinto MartínDavid Rios-insuaPaul GustafsonG. SalinettiMichael LavineChristian P. RobertJames O. BergerJose M BernardoLarry WassermanConstantinos GoutisJuan Antonio CanoWolfgang PolasekCid SrinivasanFabrizio RuggeriJoseph B. KadaneElías MorenoBruno BetròLuis R. PericchiSiva SivaganesanM. Jesús BayarriAnthony O'hagan

subject

Statistics and ProbabilityComputer scienceBayesian probabilitycomputer.software_genreData scienceField (computer science)Bayesian robustnessN/ARobust Bayesian analysisPrior probabilityData miningSensitivity (control systems)Statistics Probability and Uncertaintycomputer

description

Robust Bayesian analysis is the study of the sensitivity of Bayesian answers to uncertain inputs. This paper seeks to provide an overview of the subject, one that is accessible to statisticians outside the field. Recent developments in the area are also reviewed, though with very uneven emphasis. © 1994 SEIO.

yearjournalcountryeditionlanguage
1994-06-01
10.1007/bf02562676https://dx.doi.org/10.1007/BF02562676