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Automated Sensitivity Analysis for Bayesian Inference via Markov Chain Monte Carlo: Applications to Gibbs Sampling

https://doi.org/10.2139/ssrn.2984054
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The 17 checked references that resolve
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Introduction to Bayesian Econometrics
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Evaluating Derivatives
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Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
resolves10.1080/1350486x.2016.1156487
Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs
resolves10.1016/j.ejor.2016.04.024
An exact method for the sensitivity analysis of systems simulated by rejection techniques
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Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis
resolves10.1016/j.jmoneco.2012.09.003
Measuring prior sensitivity and prior informativeness in large Bayesian models
resolves10.1017/CBO9781139344203
Bayesian Filtering and Smoothing
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Implementation of sensitivity calculations on a monte carlo experiment
resolves10.1016/j.csda.2005.09.005
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The 6 references without a DOI — listed, not checked
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no DOI — not checkedref8
no DOI — not checkedref9
no DOI — not checkedref16
no DOI — not checkedref18
no DOI — not checkedA simple gamma random number generator for arbitrary shape 944 parameters
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