To cite the priorsense package and power-scaling sensitivity:
Kallioinen N, Paananen T, Bürkner P, Vehtari A (2023). “Detecting and diagnosing prior and likelihood sensitivity with power-scaling.” Statistics and Computing, 34. doi:10.1007/s11222-023-10366-5.
To cite Pareto-smoothed importance sampling:
Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J (2024). “Pareto smoothed importance sampling.” Journal of Machine Learning Research, 25.
To cite importance weighted moment matching:
Paananen T, Piironen J, Bürkner P, Vehtari A (2021). “Implicitly adaptive importance sampling.” Statistics and Computing, 31, 1–19. doi:10.1007/s11222-020-09982-2.
Corresponding BibTeX entries:
@Article{,
title = {Detecting and diagnosing prior and likelihood sensitivity
with power-scaling},
author = {Noa Kallioinen and Topi Paananen and Paul-Christian
Bürkner and Aki Vehtari},
year = {2023},
journal = {Statistics and Computing},
volume = {34},
issue = {57},
doi = {10.1007/s11222-023-10366-5},
encoding = {UTF-8},
}
@Article{,
title = {Pareto smoothed importance sampling},
author = {Aki Vehtari and Daniel Simpson and Andrew Gelman and
Yuling Yao and Jonah Gabry},
journal = {Journal of Machine Learning Research},
volume = {25},
issue = {72},
year = {2024},
}
@Article{,
title = {Implicitly adaptive importance sampling},
author = {Topi Paananen and Juho Piironen and Paul-Christian
Bürkner and Aki Vehtari},
year = {2021},
journal = {Statistics and Computing},
volume = {31},
issue = {16},
pages = {1--19},
doi = {10.1007/s11222-020-09982-2},
encoding = {UTF-8},
}