ε-代换类先验的贝叶斯稳健性  

Bayesian Robustness of ε-contaminated Priors

作　　者：华鹏[1] 刘福升[1] 

机构地区：[1]山东科技大学信息科学与工程学院,山东泰安271019

出　　处：《山东科技大学学报（自然科学版）》2004年第4期85-88,共4页Journal of Shandong University of Science and Technology(Natural Science)

摘　　要：考查了ε-代换类先验的贝叶斯稳健性,衡量其稳健与否的标准是先验为ε-代换类的后验分布的kullback leibler散度和它的曲率。给出了多维和非共轭情况下后验的kullback leibler散度的曲率的变化范围。This paper reviewed the Bayesian robustness of classes of ε-contaminated priors. The criteria for measuring its robustness are kullback-leibler divergence of the posterior distribution for the classes of -contaminated priors and it's curvature.The ranges of the curvature for several classes of priors are given which include multi-dimensional problems and non-conjugate cases.

关 键 词：ε-代换类 贝叶斯稳健性 kullback-leibler散度和曲率 

分 类 号：O211.67[理学—概率论与数理统计]