Institute of Mathematical Statistics Lecture Notes - Monograph Series

Bayesian robustness

Editor: J. O. Berger
Editor: B. Betrò
Editor: E. Moreno
Editor: L. R. Pericchi
Editor: F. Ruggeri
Editor: G. Salinetti
Editor: L. Wasserman

Lecture Notes--Monograph Series, Volume 29
Hayward, CA: Institute of Mathematical Statistics, 1996.
354 pp.

Print on Demand

Subjects:

62-06 (primary)
Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215453054
Mathmatical Reviews number (MathSciNet): MR1478676
ISBN:0-940600-41-2

Copyright © 1996, Institute of Mathematical Statistics.

Miscellaneous Frontmatter

i-ii

Preface

iii-iv

Table of Contents

v-vi

Invited Papers

Numerical robust Bayesian analysis under generalized moment conditions

Bruno Betrò, and Aless Guglielmi; 3-20

On local sensitivity measures in Bayesian analysis

Dipak K. Dey, Sujit K. Ghosh, and Kou-Ren Lou; 21-40

A practical, robust method for Bayesian model selection: a case study in the analysis of clinical trials

Joel Greenhouse, and Larry Wasserman; 41-62

Aspects of Bayesian robustness in hierarchical models

Paul Gustafson; 63-80

Bayesian robustness and stability

J. Kadane, and C. Srinivasan; 81-100

Bayesian robustness for classes of bidimensional priors with given marginals

Brunero Liseo, Elias Moreno, and Gabriella Salinetti; 101-118

Local sensitivity analysis in Bayesian decision theory

Jacinto Martin, and David Rios Insua; 119-136

Local robustness and influence for contamination classes of prior distributions

Elías Moreno, Carmen Martínez, and J. Antonio Cano; 137-154

On the robustness of the intrinsic Bayes factor for nested models

Bruno Sansó, Luis R. Pericchi, and Elías Moreno; 155-174

Robust Bayesian design and analysis of clinical trials via prior partitioning

Daniel J. Sargent, and Bradley P. Carlin; 175-194

Asymptotics of some local and global robustness measures

S. Sivaganesan; 195-210

Sufficiency and influence

Robert Weiss; 211-230

Modelling and robustness issues in Bayesian time series analysis

Mike West; 231-252

Markov random field priors for univariate density estimation

Robert L. Wolpert, and Michael Lavine; 253-270

Contributed Papers

Protection against outliers using a symmetric stable law prior

Jean-François Angers; 273-282

Local robustness of Bayes factors for nonparametric alternatives

Cinzia Carota; 283-292

Nonparametric specification of error terms in dynamic models

Fabio Corradi, and Fabrizia Mealli; 293-304

Comparing hierarchical models using Bayes factor and fractional Bayes factor: a robust analysis

Fulvio De Santis, and Fulvio Spezzaferri; 305-314

Numerical techniques for solving estimation problems on robust Bayesian networks

A. Gaivoronski, M. Morassutto, S. Silani, and F. Stella; 315-330

Robust treatment of impulsive noise in speech and audio signals

Simon J. Godsill, and Peter J. W. Rayner; 331-342

Comparative probability and robustness

Giuliana Regoli; 343-352

Author Index

353-354

Institute of Mathematical Statistics Lecture Notes - Monograph Series

Institute of Mathematical Statistics Lecture Notes - Monograph Series