Abstract
The robustness to the prior of Bayesian inference procedures based on a measure of statistical evidence is 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.
Citation
Luai Al Labadi. Michael Evans. "Optimal Robustness Results for Relative Belief Inferences and the Relationship to Prior-Data Conflict." Bayesian Anal. 12 (3) 705 - 728, September 2017. https://doi.org/10.1214/16-BA1024
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