Bayesian sensitivity analysis with the Fisher–Rao metric
We propose a geometric framework to assess sensitivity of Bayesian procedures to modelling assumptions based on the nonparametric Fisher–Rao metric. While the framework is general, the focus of this article is on assessing local and global robustness in Bayesian procedures with respect to perturbati...
| Main Authors: | , |
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| Format: | Article |
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Oxford University Press
2015
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| Online Access: | https://eprints.nottingham.ac.uk/40807/ |