Assigning a value to a power likelihood in a general Bayesian model
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.
Hoofdauteurs: | , |
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Formaat: | Journal article |
Gepubliceerd in: |
Oxford University Press
2017
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Samenvatting: | 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. |
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