Abstract
Any unperturbed and perturbed posterior density can formally be linked by a mixture. Many divergences between the unperturbed and perturbed posterior density - global measures of influence of the perturbation - are then essentially determined by the Fisher information with respect to the mixing parameter evaluated at the unperturbed density. It is investigated which aspect of change this Fisher information - commonly interpreted as local measure of influence - captures in assessing influence of the perturbation. Under multiplicative modes of perturbation it is nicely interpretable as unperturbed posterior variance of the (log-)perturbation function
Citation
Angelika van der Linde. "Local influence on posterior distributions under multiplicative modes of perturbation." Bayesian Anal. 2 (2) 319 - 332, June 2007. https://doi.org/10.1214/07-BA213
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