Disapprobation between Bayesian Inferences : Definition and Examples
The notion of disapprobation is defined. It is designed to capture some features of misspecification in a decision-theoretic framework. Moreover it is a sample-based notion so it is well-suited for the study of misspecification in Bayesian contexts. Some elementary examples of disapprobation are given. Bernoulli experiments are theoretically studied and the concept is implemented on real data for Gaussian linear regressions.
|Date of creation:||01 May 1996|
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