Assigning a value to a power likelihood in a general Bayesian model

作者：Holmes C C^*; Walker S G

来源：Biometrika, 2017, 104(2): 497-503.

DOI：10.1093/biomet/asx010

• Exponential family
• Fisher information
• Fisher information distance
• Score function

Bayesian robustness under model misspecification is a current area of active research. Among recent ideas is that of raising the likelihood function to a power. In this paper we discuss the choice of appropriate power and provide examples.

• 出版日期2017-6