Assigning a value to a power likelihood in a general Bayesian model

• 成果类型: Article
• 署名作者: Holmes, C. C.; Walker, S. G.
• 署名单位: University of Oxford; University of Texas System; University of Texas Austin
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asx010
• 发表日期: 2017
• 页码: 497503
• 关键词: information; posterior

摘要

Bayesian robustness under model misspecification is a current area of active research. Among recent ideas is that of raising the likelihood function to a power. In this paper we discuss the choice of appropriate power and provide examples.