Robust Bayesian Analysis

by Rios Insua, David; Ruggeri, Fabrizio

• ISBN13: 9780387988665
• ISBN10: 0387988661
• Format: Paperback
• Copyright: 2000-08-01
• Publisher: Springer Nature

Summary

This edited volume will present an overview of robust Bayesian methods and their applications. Chapters will explore both foundational and computational aspects together with applications. Chapters concerning foundations will describe decision theoretical axiomatisations leading to the robust Bayesian paradigm and motivate reasons for which robust analyses are practically unavoidable within Bayesian analysis.

Table of Contents

Preface	v
I Introduction
Bayesian Robustness	1	(32)
J.O. Berger
D. Rios Insua
F. Ruggeri
II Foundations
Topics on the Foundations of Robust Bayesian Analysis	33	(12)
D. Rios Insua
R. Criado
III Global and Local Robustness
Global Bayesian Robustness for Some Classes of Prior Distributions	45	(26)
E. Moreno
Local Robustness in Bayesian Analysis	71	(18)
P. Gustafson
Global and Local Robustness Approaches: Uses and Limitations	89	(20)
S. Sivaganesan
On the Use of the Concentration Function in Bayesian Robustness	109	(18)
S. Fortini
F. Ruggeri
IV Likelihood Robustness
Likelihood Robustness	127	(18)
N.D. Shyamalkumar
V Loss Robustness
Ranges of Posterior Expected Losses and -Robust Actions	145	(16)
D. Dey
A. Micheas
Computing Efficient Sets in Bayesian Decision Problems	161	(26)
J. Martin
J.P. Arias
Stability of Bayes Decisions and Applications	187	(10)
J. Kadane
G. Salinetti
C. Srinivasan
VI Comparison With Other Statistical Methods
Robustness Issues in Bayesian Model Selection	197	(26)
B. Liseo
Bayesian Robustness and Bayesian Nonparametrics	223	(18)
S. Basu
Γ-Minimax: A Paradigm for Conservative Robust Bayesians	241	(20)
B. Vidakovic
VII Algorithms
Linearization Techniques in Bayesian Robustness	261	(12)
M. Lavine
M. Perone Pacifico
G. Salinetti
L. Tardella
Methods for Global Prior Robustness under Generalized Moment Conditions	273	(22)
B. Betro
A. Guglielmi
Efficient MCMC Schemes for Robust Model Extensions Using Encompassing Dirichlet Process Mixture Models	295	(22)
S. MacEachern
P. Muller
VIII Case Studies
Sensitivity Analysis in IctNeo	317	(18)
C. Bielza
S. Rios Insua
M. Gomez
J.A. Fernandez del Pozo
Sensitivity of Replacement Priorities for Gas Pipeline Maintenance	335	(16)
E. Cagno
F. Caron
M. Mancini
F. Ruggeri
Robust Bayesian Analysis in Medical and Epidemiological Settings	351	(22)
B.P. Carlin
M.E. Perez
A Robust Version of the Dynamic Linear Model with an Economic Application	373	(12)
J.M. Marin
Prior Robustness in Some Common Types of Software Reliability Model	385	(16)
S.P. Wilson
M.P. Wiper
Bibliography	401