Robust Bayesian Regression with Synthetic Posterior Distributions

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 in frequentist frameworks, statistical inference is not necessarily straightforward. We here propose a Bayesian approac...

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Bibliographic Details
Main Authors: Shintaro Hashimoto, Shonosuke Sugasawa
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/6/661