Search results for "Bayesian robustness"

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Applications and Limitations of Robust Bayesian Bounds and Type II MLE

1994

Three applications of robust Bayesian analysis and three examples of its limitations are given. The applications that are reviewed are the development of an automatic Ockham’s Razor, outlier detection, and analysis of weighted distributions. Limitations of robust Bayesian bounds are highlighted through examples that include analysis of a paranormal experiment and a hierarchical model. This last example shows a disturbing difference between actual hierarchical Bayesian analysis and robust Bayesian bounds, a difference which also arises if, instead, a Type II MLE or empirical Bayes analysis is performed.

Computer sciencebusiness.industryBayesian probabilityMachine learningcomputer.software_genreHierarchical database modelStatistics::ComputationBayesian robustnessRobust Bayesian analysisPrior probabilityAnomaly detectionArtificial intelligenceBayes analysisbusinesscomputer
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An overview of robust Bayesian analysis

1994

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.

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