Robust Bayesian inference via optimal transport misfit measures: applications and algorithms
Model misspecification constitutes a major obstacle to reliable inference in many problems. In the Bayesian setting, model misspecification can lead to inconsistency as well as overconfidence in the posterior distribution associated with any quantity of interest, i.e., under-reporting of uncertainty...
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| Format: | Thesis |
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Massachusetts Institute of Technology
2022
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| Online Access: | https://hdl.handle.net/1721.1/143171 |