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.

Bibliografske podrobnosti
Main Authors: Holmes, C, Walker, S
Format: Journal article
Izdano: Oxford University Press 2017
Opis
Izvleček: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.