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- W2023392449 abstract "Abstract Most methods for assessing the sensitivity of the posterior to the prior do not work if the prior is improper. We characterize the neighborhoods of priors that permit non-trivial sensitivity analysis for improper priors. We show that these neighborhoods are not “tail rich”, i.e. they do not contain measures with a variety of tail behavior. Thus there are no neighborhoods that are simultaneously non-trivial and rich. We also show that using the formal structure of finitely additive priors does not solve the problem. We suggest some directions for addressing the problem. In particular, we consider replacing the improper prior with a sequence of asymptotically well-behaved data-dependent priors." @default.
- W2023392449 created "2016-06-24" @default.
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- W2023392449 date "1996-06-01" @default.
- W2023392449 modified "2023-09-22" @default.
- W2023392449 title "The conflict between improper priors and robustness" @default.
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- W2023392449 doi "https://doi.org/10.1016/0378-3758(95)00109-3" @default.
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