Journal
BAYESIAN ANALYSIS
Volume 12, Issue 3, Pages 705-728Publisher
INT SOC BAYESIAN ANALYSIS
DOI: 10.1214/16-BA1024
Keywords
relative belief; robustness; prior-data conflict
Funding
- Natural Sciences and Engineering Research Council of Canada
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The robustness to the prior of Bayesian inference procedures based on a measure of statistical evidence is considered. These inferences are shown to have optimal properties with respect to robustness. Furthermore, a connection between robustness and prior-data conflict is established. In particular, the inferences are shown to be effectively robust when the choice of prior does not lead to prior-data conflict. When there is prior-data conflict, however, robustness may fail to hold.
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