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DOE OSTI · 1090693

Is Bayesian inference "brittle"?

Wallstrom, Timothy C.·Higdon, David M.
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Abstract

In a recent report, “Bayesian Brittleness: Why no Bayesian model is ‘good enough,’” (arXiv, 1304.6772v1) the authors prove rigorously that model variations that are arbitrarily small, in a particular technical sense, the posterior expectation of a function can achieve essentially any value that the function alone can achieve, so that Bayesian inference appears to have no robustness whatsoever. We explain this puzzling result, and show why it does not imply a breakdown of Bayesian inference. The explanation is that the models leading to the extreme results depend on the observed data.

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Wallstrom, Timothy C., Higdon, David M.. 2013-08-15. Is Bayesian inference "brittle"?. https://doi.org/10.2172/1090693

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