Paper co-authored by Professor Luai Al Labadi and his undergraduate student gets published in Stats

Thursday, April 8, 2021 - 5:43pm

"Measuring Bayesian Robustness Using Rényi Divergence," co-written by Professor Al Labadi and his independent study student Ce Wang gets accepted into journal Stats & published on March 29, 2021. This paper deals with measuring the Bayesian robustness of classes of contaminated priors. Two different classes of priors in the neighborhood of the elicited prior are considered. The first one is the well-known ϵ-contaminated class, while the second one is the geometric mixing class. The proposed measure of robustness is based on computing the curvature of Rényi divergence between posterior distributions. Examples are used to illustrate the results by using simulated and real data sets.

Full text can be found here: