ε-代换类先验的贝叶斯稳健性

Bayesian Robustness of ε-contaminated Priors

考查了ε-代换类先验的贝叶斯稳健性,衡量其稳健与否的标准是先验为ε-代换类的后验分布的kullback leibler散度和它的曲率。给出了多维和非共轭情况下后验的kullback leibler散度的曲率的变化范围。

This paper reviewed the Bayesian robustness of classes of ε-contaminated priors. The criteria for measuring its robustness are kullback-leibler divergence of the posterior distribution for the classes of -contaminated priors and it's curvature.The ranges of the curvature for several classes of priors are given which include multi-dimensional problems and non-conjugate cases.