Article ID Journal Published Year Pages File Type
4945318 International Journal of Approximate Reasoning 2017 9 Pages PDF
Abstract
We consider Bayesian robustness in the context of Bayesian Nonparametrics, and specifically for the Dirichlet Process prior. We show how to find an optimal procedure, based on C-minimax posterior regret (CMPR) for a class of priors C. We consider regret based on squared error loss. The neighborhood classes considered are the density ratio (DR) class and the epsilon-contamination class.
Related Topics
Physical Sciences and Engineering Computer Science Artificial Intelligence
Authors
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