Robustness of Bayesian Analyses

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Mathematics - Mathematical Statistics
Robustness of Bayesian Analyses

Robustness of Bayesian Analyses

Name: Robustness of Bayesian Analyses
ISBN: 9780444862099

Joseph B. Kadane

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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.

种类:

Mathematics - Mathematical Statistics

年:

1984

出版社:

North-Holland

语言:

english

页:

326

ISBN 10:

0444862099