Robust bayesian inference via coarsening
WebBayesian inference relies on transparent modeling assumptions to make conclusions about a dataset. Those assumptions are often (or always) wrong, which can affect the downstream conclusions we make. To combat this issue, many approaches have been proposed to make Bayesian inference “robust” to false assumptions. WebWe use the concept of coarsened posteriors to provide robust Bayesian inference via coarsening in order to robustify posteriors arising from stochastic frontier models. These …
Robust bayesian inference via coarsening
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WebWe use the concept of coarsened posteriors to provide robust Bayesian inference via coarsening in order to robustify posteriors arising from stochastic frontier models. These posteriors arise from tempered versions of the likelihood when at most a pre-specified amount of data is used, and are robust to changes in the model. WebRobust Bayesian inference via coarsening Jeffrey W. Miller* Department of Biostatistics, Harvard University and David B. Dunson Department of Statistical Science, Duke …
WebROBUST BAYESIAN INFERENCE VIA COARSENING JEFFREY W. MILLER AND DAVID B. DUNSON Duke University, Department of Statistical Science Abstract. The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small vio- Webcan have a large impact on the outcome of a Bayesian procedure. We introduce a simple, coherent approach to Bayesian inference that improves robustness to small departures …
WebMar 1, 2024 · Here we focus on the robustness approach based on the influence function and on the derivation of robust posterior distributions from robust M -estimating functions, i.e. estimating equations with bounded influence function (see, e.g., Huber and Ronchetti, 2009, Chap. 3). In particular, we propose an approach based on Approximate Bayesian ... WebMar 1, 2024 · Even more severe, small insignificant partial correlations due to noise can dramatically change the clustering result when evaluating for example with the Bayesian information criteria (BIC). In this work, we try to address this issue by proposing a Bayesian model that accounts for negligible small, but not necessarily zero, partial correlations.
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WebThe standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small … flixbus trasyWebWe use the concept of coarsened posteriors to provide robust Bayesian inference via coarsening in order to robustify posteriors arising from stochastic frontier models. These posteriors arise from tempered versions of the likelihood when at most a pre-specified amount of data is used, and are robust to changes in the model. Specifically, we examine … great grains cereal couponWebABSTRACT. The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small … flix bus travelWebMoreover, coarsening is a form of regularization, reduces overfitting and makes inferences less sensitive to model choice. The new techniques are illustrated using artificial data as … flixbus trentoWebAbstract: We use the concept of coarsened posteriors to provide robust Bayesian inference via coarsening in order to robustify posteriors arising from stochastic frontier models. These posteriors arise from tempered versions of the likelihood when at most a pre-specified amount of data is used, and are robust to changes in the model. great grains cinnamon hazelnutWebRobust Bayesian inference via coarsening 5 Bernoulli trials, it would be easy to improve the model to account for issues such as these. However, for more complex models it is often not so easy, as discussed in the introduction, and we seek a method that works well even with complex models. flixbus trainWebstandard Bayesian framework, it creates an opportunity to discount the data based on this notion of consistency and devise robust inference algorithms. The main advantages of … great grains banana nut crunch