Sensitivity estimations for Bayesian inference models solved by MCMC methods

Reliability Engineering and System Safety

Volumn 91, Issue 10-11, 2006, Pages 1310-1314

  Perez C J ^a   Martin J ^a   Rufo, M J ^a  

^a UNIVERSITY OF EXTREMADURA   (Spain)

Author keywords

Bayesian decision theory; Bayesian inference; MCMC; Parametric sensitivity

Indexed keywords

COMPUTER SIMULATION; DECISION THEORY; INTEGRAL EQUATIONS; SAMPLING; SENSITIVITY ANALYSIS;

BAYESIAN DECISION THEORY; BAYESIAN INFERENCE; MCMC; POSTERIOR DISTRIBUTION;

MARKOV PROCESSES;

EID: 33745685238     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2005.11.029     Document Type: Article

References (17)

1. Berger J.O. Bayesian analysis: a look at today and thoughts of tomorrow. J Am Stat Assoc 95 452 (2000) 1269-1276
2. Brooks S.P. Markov chain Monte Carlo method and its application. The Statistician 47 (1998) 69-100
3. Saltelli A., Chan K., and Scott E. Sensitivity analysis (2000), Wiley, New York
4. Gustafson P. Local robustness of posterior quantities. In: Ríos Insua D., and Ruggeri F. (Eds). Robust Bayesian analysis (2000), Springer, Berlin 71-88
5. Dey D, Ghosh S, Lou K. On local sensitivity measures in Bayesian analysis. In: Berger JO, Betro B, Moreno E, Pericchi LR, Ruggeri F, Salinetti G, Wasserman L, editors. Bayesian robustness, IMS Lecture Notes Monograph Series, vol. 29, 1996. p. 21-39.
6. Sivaganesan S. Global and local robustness approaches: uses and limitations. In: Ríos Insua D., and Ruggeri F. (Eds). Robust Bayesian analysis (2000), Springer, Berlin 89-108
7. Ruggeri F, Ríos-Insua D, Martín J. Robust Bayesian analysis. In: Handbook of statistics. Bayesian thinking: Modeling and computation. 25, North Holland; 2005. p. 623-67.
8. Ríos Insua D., and Ruggeri F. Robust Bayesian analysis (2000), Springer, Berlin
9. Hall C.B., Lynn Kuo J.Y., and Lipton R.B. Bayesian and profile likelihood change point methods for modeling cognitive function over time. Comput Stat Data Anal 42 1-2 (2003) 91-109
10. Halekoh U, Vach W. A Bayesian approach to seriation problems in archaeology. Comput Stat Data Anal; 45(3): 651-73.
11. Turányi T., and Rabitz H. Local methods. Sensitivity analysis (2003), Wiley, New York 81-99
12. Spall J.C. Introduction to stochastic search and optimization: estimation, simulation and control (2003), Wiley, New York
13. Tanner M. Tools for statistical inference (1996), Springer, Berlin
14. Berger J.O. Statistical decision theory and Bayesian analysis (1985), Springer, New York
15. French S., and Ríos Insua D. Statistical decision theory (2000), Arnold, Paris
16. Gaver D.P., and O'Muircheartaigh I.G. Robust empirical Bayes analysis of event rates. Technometrics 29 (1987) 1-15
17. George U., Makov E.I., and Smith A.F.M. Conjugate likelihood distributions. Scand J Stat 20 (1993) 147-156