Reconciling Curvature and Importance Sampling Based Procedures for Summarizing Case Influence in Bayesian Models
统一贝叶斯个案影响分析中的曲率与重要性抽样方法
Methods for summarizing case influence in Bayesian models take essentially two forms: (1) use common divergence measures for calculating distances between the full-data posterior and the case-deleted posterior, and (2) measure the impact of infinitesimal perturbations to the likelihood to study local case influence. Methods based on approach (1) lead naturally to considering the behavior of case-deletion importance sampling weights (the weights used to approximate samples…