Assigning a value to a power likelihood in a general Bayesian model

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Abstract

Bayesian robustness under model misspecification is a current area of active research. Among recent ideas is that of raising the likelihood function to a power. In this paper we discuss the choice of appropriate power and provide examples.

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Holmes, C. C., & Walker, S. G. (2017). Assigning a value to a power likelihood in a general Bayesian model. Biometrika, 104(2), 497–503. https://doi.org/10.1093/biomet/asx010

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