Open maxbiostat opened 5 years ago
https://statmodeling.stat.columbia.edu/2019/08/10/for-each-parameter-or-other-qoi-compare-the-posterior-sd-to-the-prior-sd-if-the-posterior-sd-for-any-parameter-or-qoi-is-more-than-0-1-times-the-prior-sd-then-print-out-a-note-the-prior-dist/
In particular, the bit about sensitivity being the derivative of a parameter (quantity of interest) with respect to a prior hyperparameter.
See this paper on sensitivity to hyperparameters as derivatives.
https://statmodeling.stat.columbia.edu/2019/08/10/for-each-parameter-or-other-qoi-compare-the-posterior-sd-to-the-prior-sd-if-the-posterior-sd-for-any-parameter-or-qoi-is-more-than-0-1-times-the-prior-sd-then-print-out-a-note-the-prior-dist/
In particular, the bit about sensitivity being the derivative of a parameter (quantity of interest) with respect to a prior hyperparameter.