Sensitivity analysis is used widely in statistical work. Yet the notion and properties of sensitivity parameters are often left quite vague and intuitive. Working in the Bayesian paradigm, we present a definition of when a sensitivity parameter is “pure,” and we discuss the implications of a parameter meeting or not meeting this definition. We also present a diagnostic with which the extent of violations of purity can be visualized.
"When Is a Sensitivity Parameter Exactly That?." Statist. Sci. 33 (1) 86 - 95, February 2018. https://doi.org/10.1214/17-STS632