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贝叶斯分析中评估影响与敏感性的近似方法

Approximate Methods for Assessing Influence and Sensitivity in Bayesian Analysis

Biometrika · 1989
被引 7
ABS 4

中文导读

使用渐近近似推导后验期望的诊断量,用于评估案例影响和先验敏感性,并提出了两个简单的后验非正态性诊断指标,通过白血病数据示例说明。

Abstract

We use asymptotic approximations to posterior expectations in deriving diagnostics for case influence and prior sensitivity. We obtain an easily-interpreted expression for the change in posterior expectation following perturbation of the problem, which also produces a useful interpretation of the likelihood displacement discussed by Cook & Weisberg (1982). In addition, we propose two simple diagnostics of posterior nonnor mality. The leukaemia data analysed by Feigl & Zelen (1965) are used to illustrate the diagnostic measures we discuss.

贝叶斯统计诊断方法敏感性分析后验分布