Bayesian sensitivity analysis with the Fisher–Rao metric
(2015)
Journal Article
Kurtek, S., & Bharath, K. (2015). Bayesian sensitivity analysis with the Fisher–Rao metric. Biometrika, 102(3), https://doi.org/10.1093/biomet/asv026
We propose a geometric framework to assess sensitivity of Bayesian procedures to modelling assumptions based on the nonparametric Fisher–Rao metric. While the framework is general, the focus of this article is on assessing local and global robustness... Read More about Bayesian sensitivity analysis with the Fisher–Rao metric.