Tim Sullivan

Junior Professor in Applied Mathematics:
Risk and Uncertainty Quantification

On the Brittleness of Bayesian Inference

Bayesian Brittleness in SIAM Review

The 2015 Q4 issue of SIAM Review will carry an article by Houman Owhadi, Clint Scovel, and myself on the brittle dependency of Bayesian posteriors as a function of the prior. This is an abbreviated presentation of results given in full earlier this year in Elec. J. Stat. The PDF is available for free under the terms of the Creative Commons 4.0 licence.

H. Owhadi, C. Scovel & T. J. Sullivan. “On the Brittleness of Bayesian Inference” SIAM Review 57(4):566–582, 2015. doi:10.1137/130938633

Published on Friday 6 November 2015 at 12:00 UTC #publication