/CoarsenedPosterior

Examples using c-posterior for robustness to misspecification

Primary LanguageJuliaMIT LicenseMIT

CoarsenedPosterior

Code implementing examples of the "coarsened posterior" or "c-posterior" method for robustness to model misspecification, as introduced in the paper:

Robust Bayesian inference via coarsening, J. W. Miller and D. B. Dunson, arXiv preprint, http://arxiv.org/abs/1506.06101, 2015.