This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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349
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Bayesian Statistical Science
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Abstract - #308466 |
Title:
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Alternative Bayesian Formulation for Robustness to Outliers
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Author(s):
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Martin Heller*+
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Companies:
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Unemployed
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Address:
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4621 Lemongrass Lane, Durham, NC, 27713,
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Keywords:
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Robust Bayesian Analysis ;
outliers ;
epsilon contamination ;
Robust Regression ;
minimum distance estimators
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Abstract:
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We present a class of alternative posterior distributions which greatly increase robustness to outliers. The formulation of this method along with reasoning and establishment of several desired results including consistency will be presented. The advantage of this method is the ability to adapt to outliers without modifying the prior of the distribution space or data model. There is also no need to perform a sensitivity analysis followed by the removal of data. We give evidence of the efficacy through simulations with conjugate gradient classes and linear regression models. Although applied for increased robustness to outliers the alternative formulation is general and can be used for most Bayesian analysis.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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