Robust Bayesian Regression with Synthetic Posterior Distributions
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed in frequentist frameworks, statistical inference is not necessarily straightforward. We here propose a Bayesian approac...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-06-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/22/6/661 |