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.

Bibliografische gegevens
Hoofdauteurs: Holmes, C, Walker, S
Formaat: Journal article
Gepubliceerd in: Oxford University Press 2017
Omschrijving
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.