LOCAL SENSITIVITY ANALYSIS

Paul Gustafson, C. Srinivasan and Larry Wasserman

Abstract:

We review several methods for assessing the effect of small changes to the prior distribution. Our emphasis is on a variety of derivative-like quantities. Some of these have deficiencies that make them unsuitable as diagnostics. We explore the reasons for this and we look at some attempts to avoid these problems.

Here is the full postscript text for this technical report. It is 142 kbytes.