Optimal Robustness Results for Some Bayesian Procedures and the Relationship to Prior-Data Conflict
Statistics Theory
2015-04-28 v1 Statistics Theory
Abstract
The robustness to the prior of Bayesian inference procedures based on a measure of statistical evidence are considered. These inferences are shown to have optimal properties with respect to robustness. Furthermore, a connection between robustness and prior-data conflict is established. In particular, the inferences are shown to be effectively robust when the choice of prior does not lead to prior-data conflict. When there is prior-data conflict, however, robustness may fail to hold.
Cite
@article{arxiv.1504.06898,
title = {Optimal Robustness Results for Some Bayesian Procedures and the Relationship to Prior-Data Conflict},
author = {Luai Al-Labadi and Michael Evans},
journal= {arXiv preprint arXiv:1504.06898},
year = {2015}
}