Auteur : GOUTIS Constantinos and ROBERT Christian P.
Titre : What's robust, anyway? (A discussion of James Berger's
``An overview of Robust Bayesian Analysis'')
Année : 1994
Référence : publié dans
Classification AMS :
- Résumé :
- Abstract :
- We first want to congratulate Professor Berger on such an
extensive coverage of the multiple facets of robust Bayesian
analysis and for giving us further insights on the various
issues at stake in this fascinating field. We want to take
advantage of this tribune to address some directions only
briefly mentioned by Berger. We discuss the ambivalent aspects
of robust Bayesian analysis and, as a corollary, the problem of
defining a measure of robustness. We then move to a related
issue, namely the goal of re-placing robust Bayesian analysis
within a decision-theoretic framework with loss functions,
merely exhibiting some open problems in this direction.
We conclude this discussion with remarks on a robustification
of conjugate priors by mixture distributions and their wide
diversity, along with indications on the corresponding inference
in such setups.
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