Probabilistic sensitivity measures as information value
From MaRDI portal
Publication:2029043
DOI10.1016/J.EJOR.2020.07.010zbMath1487.91071OpenAlexW3041688694MaRDI QIDQ2029043
Elmar Plischke, Victor Richmond R. Jose, Gordon B. Hazen, Emanuele Borgonovo
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.07.010
Related Items (5)
Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case ⋮ Global sensitivity analysis in epidemiological modeling ⋮ Sensitivity measures based on scoring functions ⋮ Sensitivity analysis with \(\chi^2\)-divergences ⋮ Measurability of functionals and of ideal point forecasts
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Making and Evaluating Point Forecasts
- Sensitivity analysis: a review of recent advances
- Value of information in portfolio selection, with a Taiwan stock market application illustration
- Distance covariance in metric spaces
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- Eliciting production possibilities from a well-informed manager
- A note on the analysis of the expected value of perfect information with respect to a class of R\&D projects
- The value of information -- an axiomatic approach
- The geometry of proper scoring rules
- A framework for the value of information in inventory replenishment
- The value of information in a capacitated closed loop supply chain
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Lottery acquisition versus information acquisition: Prices and preference reversals
- On the negative value of information in informationally inefficient markets: Calculations for large number of traders
- Coherent Measures of Risk
- The $f$-Sensitivity Index
- New sensitivity analysis subordinated to a contrast
- A Study of Interactions in the Risk Assessment of Complex Engineering Systems: An Application to Space PSA
- Sensitivity Analysis Based on Cramér--von Mises Distance
- On measures of dependence
- Scoring Rules, Generalized Entropy, and Utility Maximization
- On the Relative Importance of Input Factors in Mathematical Models
- Global Sensitivity Analysis
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Value of Information and Stochastic Programming
- Elicitation of Personal Probabilities and Expectations
- Statistical Methods for Eliciting Probability Distributions
- On Information and Sufficiency
- Assessing point forecast accuracy by stochastic error distance
- Uncertainty, information, and disagreement of economic forecasters
This page was built for publication: Probabilistic sensitivity measures as information value
