Approximate models and robust decisions (Q1790356): Difference between revisions

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+Entropic value-at-risk: a new coherent risk measure
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+Coherent Measures of Risk
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+Statistical decision theory and Bayesian analysis. 2nd ed
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+An overview of robust Bayesian analysis. (With discussion)
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+Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
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+A General Framework for Updating Belief Distributions
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+MEASURING DISTRIBUTION MODEL RISK
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+Diagnostic Measures for Model Criticism
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+Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
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+Sparse regression learning by aggregation and Langevin Monte-Carlo
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+Sequential Monte Carlo Samplers
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+Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
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+Maxmin expected utility with non-unique prior
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+Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
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+Classifier technology and the illusion of progress
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+Robustness
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+Robust control and model misspecification
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+Quantile pyramids for Bayesian nonparametrics
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+Stable decision problems
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+Approximate Bayesian computational methods
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+Robust Bayesian Inference via Coarsening
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+On Optimal Screening Ages
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+Decision Theory
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+Bayesian Robustness
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+Quantile Maximization in Decision Theory*
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+Robust Bayesian diagnostics
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+On Bayesian Consistency
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+Characterizing variation of nonparametric random probability measures using the Kullback–Leibler divergence
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+Bayesian Inference for the Lead Time in Periodic Cancer Screening
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+From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
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