Stochastic approximation cut algorithm for inference in modularized Bayesian models

  title={Stochastic approximation cut algorithm for inference in modularized Bayesian models},
  author={Yang Liu and Robert J. B. Goudie},
  journal={Stat. Comput.},
  • Y. Liu, R. Goudie
  • Published 2 June 2020
  • Computer Science, Mathematics
  • Stat. Comput.
Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model and prevent feedback from suspect modules, using a cut model. After observing data, this leads to the cut distribution which normally does not have a closed form. Previous studies have proposed algorithms to sample from this distribution, but these algorithms have… 

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