文章基本信息

标题：Optimal Robustness Results for Relative Belief Inferences and the Relationship to Prior-Data Conflict
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作者：Luai Al Labadi ; Michael Evans
期刊名称：Bayesian Analysis
印刷版ISSN：1931-6690
电子版ISSN：1936-0975
出版年度：2017
卷号：12
期号：3
页码：705-728
DOI：10.1214/16-BA1024
语种：English
出版社：International Society for Bayesian Analysis
摘要：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.