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- W4244331503 abstract "Abstract The sensitivity of posterior expectations to perturbations of prior marginals is investigated, using a local method. This approach is particularly well suited to high-dimensional parameter spaces. Qualitative and quantitative results are obtained regarding the propagation of sensitivity in multiparameter settings. More specifically, a posterior expectation is treated as a functional of the prior marginal. The derivative of this functional is evaluated at the nominal prior marginal, yielding a measure of sensitivity. This is computationally more feasible than evaluating the range of a posterior quantity over a class of priors; hence sensitivity can be assessed in high-dimensional problems. The local technique is used to assess the influence of distributional assumptions at the various stages of a hierarchical model." @default.
- W4244331503 created "2022-05-12" @default.
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- W4244331503 date "1996-06-01" @default.
- W4244331503 modified "2023-09-26" @default.
- W4244331503 title "Local Sensitivity of Inferences to Prior Marginals" @default.
- W4244331503 doi "https://doi.org/10.2307/2291672" @default.
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