On a fundamental difference between Bayesian and frequentist approaches to robustness
Preprint
w. Alain Desgagné
Publications
Theoretical guarantees for lifted samplers
Preprint
w. Florian Maire
An asymptotic Peskun ordering and its application to lifted samplers
Published in Bernoulli, 2024
w. Florian Maire
Robust heavy-tailed versions of generalized linear models with applications in actuarial science
Published in Computational Statistics & Data Analysis, 2024
w. Yuxi Wang
Improving multiple-try Metropolis with local balancing
Published in Journal of Machine Learning Research, 2023
w. Florian Maire and Giacomo Zanella
Robustness against conflicting prior information in regression
Published in Bayesian Analysis, 2023
Theoretical properties of Bayesian Student-t linear regression
Published in Statistics & Probability Letters, 2023
w. Yoshiko Hayashi
Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
Published in Statistics and Computing, 2022
w. Sebastian M Schmon
Informed reversible jump algorithms
Published in Electronic Journal of Statistics, 2021
Nonreversible jump algorithms for Bayesian nested model selection
Published in Journal of Computational and Graphical Statistics, 2021
w. Arnaud Doucet
An automatic robust Bayesian approach to principal component regression
Published in Journal of Applied Statistics, 2021
w. Mylène Bédard and Alain Desgagné
A new Bayesian approach to robustness against outliers in linear regression
Published in Bayesian Analysis, 2020
w. Alain Desgagné and Mylène Bédard
Weak convergence and optimal tuning of the reversible jump algorithm
Published in Mathematics and Computers in Simulation, 2019
w. Mylène Bédard and Alain Desgagné
Bayesian robustness to outliers in linear regression and ratio estimation
Published in Brazilian Journal of Probability and Statistics, 2019
w. Alain Desgagné