1994
DOI: 10.1086/psaprocbienmeetp.1994.1.193030
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The Extent of Dilation of Sets of Probabilities and the Asymptotics of Robust Bayesian Inference

Abstract: We discuss two general issues concerning diverging sets of Bayesian (conditional) probabilities-divergence of "posteriors"-that can result with increasing evidence. Consider a set P of probabilities typically, but not always, based on a set of Bayesian "priors." Incorporating sets of probabilities, rather than relying on a single probability, is a useful way to provide a rigorous mathematical framework for studying sensitivity and robustness in Classical and Bayesian inference.

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Cited by 9 publications
(6 citation statements)
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“…We see that dilation immune credible regions for the e-contaminated model have exactly the same form as regions from inverting a Jeffreys hypothesis test. For additional discussion of this idea, see $4 of Herron, Seidenfeld, and Wasserman 1994.…”
Section: And L Wassermanmentioning
confidence: 99%
“…We see that dilation immune credible regions for the e-contaminated model have exactly the same form as regions from inverting a Jeffreys hypothesis test. For additional discussion of this idea, see $4 of Herron, Seidenfeld, and Wasserman 1994.…”
Section: And L Wassermanmentioning
confidence: 99%
“…It is clear that precise credal states are dilation-immune since inf{P (H|E)} = sup{P (H|E)} for all H and E in F such that P (H|E) is defined. Consider the following common example of dilation, introduced in outline earlier (Herron et al, 1994;Pedersen and Wheeler, 2015). We simplify by assuming that P consists of just two probabilities.…”
Section: Dilationmentioning
confidence: 99%
“…There is by now a fairly extensive literature on dilation (e.g.,Walley, 1991;Seidenfeld and Wasserman, 1993;Herron et al, 1994;Wasserman and Seidenfeld, 1994;Herron et al, 1997;Bradley and Steele, 2014; Wheeler, 2014, 2015;Nielsen and Stewart, 2019;Moss, 2020).…”
mentioning
confidence: 99%
“…We offer another, more extreme example of polarization adapted from (Herron et al, 1994;Pedersen and Wheeler, 2015).…”
Section: Polarizationmentioning
confidence: 99%
“…The mathematics of dilation has been extensively studied in a series of articles (Seidenfeld and Wasserman, 1993;Herron et al, 1994;Wasserman and Seidenfeld, 1994;Herron et al, 1997;Wheeler, 2014, 2015). For results related to our Theorem 1, see in particular Wasserman and Seidenfeld's Result 1 (1994), and Pedersen and Wheeler's Theorem 1 and its corollary (2015).…”
Section: Dilationmentioning
confidence: 99%