Importance sampling for Bayesian sensitivity analysis

Date

Authors

O'Neill, Ben

Publisher

Elsevier

Abstract

We examine the use of sensitivity analysis with a particular focus on calculating the bounds of imprecise previsions in Bayesian statistics. We explain the use of importance sampling in approximating the range of these imprecise previsions and we develop

Keywords

Keywords: Bayesian networks; Random processes; Random variables; Sampling; Bayesian statistics; Importance sampling; Imprecise prevision; Imprecise probability; Robustness; Sensitivity analysis Bayesian statistics; Importance sampling; Imprecise prevision; Imprecise probability; Robustness; Sensitivity analysis

URI

http://hdl.handle.net/1885/56214

Collections

ANU Research Publications

Source

International Journal of Approximate Reasoning

Type

Journal article

DOI

10.1016/j.ijar.2008.03.015

Restricted until

2037-12-31

Downloads

File

Description

01_O'Neill_Importance_sampling_for_2009.pdf (198.25 KB)