2 papers
stat.ME2020
On default priors for robust Bayesian estimation with divergences
Tomoyuki Nakagawa, Shintaro Hashimoto
This paper presents objective priors for robust Bayesian estimation against outliers based on divergences. The minimum -divergence estimator is well-known to work well estimatio…
stat.ME2019
Robust Bayesian Regression with Synthetic Posterior
Shintaro Hashimoto, Shonosuke Sugasawa
Although linear regression models are fundamental tools in statistical science, the estimation results can be sensitive to outliers. While several robust methods have been proposed…