观测值对贝叶斯因子影响的度量

Measuring the Effect of Observations on Bayes Factors

Biometrika · 1990
被引 3
ABS 4

中文导读

提出一种度量单个观测值对对数贝叶斯因子影响的方法,通过比较包含和排除该观测值时的贝叶斯因子对数差,并给出正态样本、线性模型等场景的应用示例。

Abstract

In this paper we consider a measure of the effect of single observations on a logarithmic Bayes factor defined via the difference in the logarithms of the Bayes factors conditional first on all the data and then omitting an observation. The measure is related to the conditional predictive ordinate. The form of the measure and examples of its use are presented for a variety of situations, normal samples, linear models, log linear models and the checking of distributional assumptions.

贝叶斯统计模型诊断线性模型对数线性模型