Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4945318 | International Journal of Approximate Reasoning | 2017 | 9 Pages |
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
Sudip Bose,