Even in relatively simple settings, model misspecification can make the application and interpretation of Bayesian inference difficult. One approach to make Bayesian analyses fit-for-purpose in the presence of model misspecification is the use of cutting feedback methods. These methods modify conventional Bayesian inference by limiting the influence of one part of the model by "cutting" the link between certain components. We examine cutting feedback methods in the context of generalized posterior distributions, i.e., posteriors built from arbitrary loss functions, and provide novel results on their behaviour. A direct product of our results are diagnostic tools that allow for the quick, and easy, analysis of two key features of cut posterior distributions: one, how uncertainty about the model unknowns in one component impacts inferences about unknowns in other components; two, how the incorporation of additional information impacts the cut posterior distribution.
翻译:即使在相对简单的环境下,模型区分不当也会使贝耶斯人的推论难以应用和解释。在模型区分不当的情况下,一种使贝耶斯人的分析适合目的的方法是使用切割反馈方法。这些方法通过“切除”某些组成部分之间的联系,限制模型某一部分的影响力,从而改变贝耶斯人的常规推论。我们研究在普遍后部分布的背景下削减反馈方法,即根据任意丢失功能建立的后部,并提供有关其行为的新结果。我们结果的直接产品是诊断工具,可以快速和容易地分析切割后部分布的两个主要特征:一、一个组成部分中未知模型的不确定性如何影响其他组成部分中未知的推论;二、额外信息的整合如何影响切割后部分布。