# Fast robustness quantification with variational Bayes

arXiv: https://arxiv.org/abs/1606.07153 · HTML: https://mlsanity.com/paper/1606.07153/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 23 Jun 2016.

## Built on by (most cited first, 1 of 1)

- [Toward a Taxonomy of Trust for Probabilistic Machine Learning](https://mlsanity.com/paper/2112.03270/) (2021)

## Abstract (arXiv)

Bayesian hierarchical models are increasing popular in economics. When using hierarchical models, it is useful not only to calculate posterior expectations, but also to measure the robustness of these expectations to reasonable alternative prior choices. We use variational Bayes and linear response methods to provide fast, accurate posterior means and robustness measures with an application to measuring the effectiveness of microcredit in the developing world.
