Bayesian sensitivity analysis with the Fisher–Rao metric

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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...

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Bibliographic Details
Main Authors:	Kurtek, Sebastian, Bharath, Karthik
Format:	Article
Published:	Oxford University Press 2015
Subjects:	Fisher–Rao metric Geodesic Geometric ϵ-contamination Influence analysis Riemannian manifold
Online Access:	https://eprints.nottingham.ac.uk/40807/

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