ENGLISH

Robustness of Bayesian Analyses

By Joseph B. Kadane

Book information

Publisher
North-Holland
Year
1984
ISBN
0444862099, 9780444862099
LCC
QA279.5
Language
english
Format
DJVU
Filesize
4 MB (3694771 bytes)
Series
Studies in Bayesian econometrics 4
Pages
326\326
Library
mexmat
Time added
2009-07-20 03:45:11
Математика;Теория вероятностей и математическая ст

Description

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.

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