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

C. C. Holmes, S. G. Walker

Biometrika · 2017 · Volume 104 · Issue 2

DOI: 10.1093/biomet/asx010

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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