Bregman divergence to generalize Bayesian influence measures for data analysis

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dc.contributor.authorDe Oliveira, Melaine C.
dc.contributor.authorCastro, Luis M.
dc.contributor.authorDey, Dipak K.
dc.contributor.authorSinha, Debajyoti
dc.date.accessioned2025-01-20T23:53:37Z
dc.date.available2025-01-20T23:53:37Z
dc.date.issued2021
dc.description.abstractFor existing Bayesian cross-validated measure of influence of each observation on the posterior distribution, this paper considers a generalization using the Bregman Divergence (BD). We investigate various practically useful and desirable properties of these BD based measures to demonstrate the superiority of these measures compared to existing Bayesian measures of influence and Bayesian residual based diagnostics. We provide a practical and easily comprehensible method for calibrating these BD based measures. Also, we show how to compute our BD based measure via Markov chain Monte Carlo (MCMC) samples from a single posterior based on the full data. Using a Bayesian meta-analysis of clinical trials, we illustrate how our new measures of influence of observations have more useful practical roles for data analysis than popular Bayesian residual analysis tools. (c) 2020 Elsevier B.V. All rights reserved.
dc.fuente.origenWOS
dc.identifier.doi10.1016/j.jspi.2020.11.010
dc.identifier.eissn1873-1171
dc.identifier.issn0378-3758
dc.identifier.urihttps://doi.org/10.1016/j.jspi.2020.11.010
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/94981
dc.identifier.wosidWOS:000617031900015
dc.language.isoen
dc.pagina.final232
dc.pagina.inicio222
dc.revistaJournal of statistical planning and inference
dc.rightsacceso restringido
dc.subjectBayesian robustness
dc.subjectBregman divergence
dc.subjectDiagnostic measures
dc.subjectKullback-Leibler divergence
dc.subjectMCMC algorithm
dc.subjectMeta-analysis
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleBregman divergence to generalize Bayesian influence measures for data analysis
dc.typeartículo
dc.volumen213
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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