Robust HPD Regions in Bayesian Regression Models
针对线性回归模型，在仅指定部分先验分布或进行稳健贝叶斯分析时，引入HiFi（高置信）区域作为贝叶斯置信集（HPD区域）的扩展，用于描述后验分布对先验协方差的依赖。
A Bayesian analysis of the linear regression model with only parts of the prior distribution specified or a robust Bayesian analysis lead to sets of posterior distributions. E. E. Leamer (1978) describes the region of posterior means for conjugate priors and varying prior covariance matrices. As an extension to Bayesian confidence sets (HPD regions) the authors introduce the concept of HiFi (high fiduciary) regions. The Hifi region is a union of HPD regions and is a tool for describing the dependence of the posterior distribution on the prior covariance. The authors assume that the prior covariance matrix varies in an interval of matrices. Copyright 1991 by The Econometric Society.