Tim Sullivan

Junior Professor in Applied Mathematics:
Risk and Uncertainty Quantification

Brittleness of Bayesian inference under finite information in a continuous world

Bayesian Brittleness in Elec. J. Stat.

The Electronic Journal of Statistics has published an article by Houman Owhadi, Clint Scovel, and myself on the brittle dependency of Bayesian posteriors as a function of the prior.

H. Owhadi, C. Scovel & T. J. Sullivan. “Brittleness of Bayesian inference under finite information in a continuous world” Electronic Journal of Statistics 9:1–79, 2015. doi:10.1214/15-EJS989

Published on Tuesday 3 February 2015 at 10:00 UTC #publication