A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference

DOI10.1287/MOOR.2021.1226MaRDI QIDQ5870353zbMATH OpenOpenAlexFDO

Authors Massimiliano Amarante

Publication date 9 January 2023

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.2021.1226

zbMATH Keywords

axiomatic foundationsBayes' theoremdecision makinginferenceneo-Bayesian statisticsrobust statisticsstatistical modelupdating of capacities

Mathematics Subject Classification ID

Bayesian inference (62F15) Decision theory (91B06)

Recommendations

• scientific article; zbMATH DE number 1432028
• Foundations of Bayesian theory
• On the foundations of statistics and decision theory
• A unified Bayesian decision theory
• scientific article; zbMATH DE number 578421

Cites work

• A Smooth Model of Decision Making under Ambiguity
• Ambiguity and the Bayesian paradigm
• Bayes' theorem for Choquet capacities
• Conditioning (updating) non-additive measures
• Differentiating ambiguity and ambiguity attitude
• Hilbert algebras with identity
• scientific article; zbMATH DE number 3680516 (Why is no real title available?)
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3434895 (Why is no real title available?)
• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• scientific article; zbMATH DE number 3073200 (Why is no real title available?)
• Information and ambiguity: toward a foundation of nonexpected utility
• Integral Representation Without Additivity
• Integration of Stochastic Models by Minimizing α-Divergence
• Minimax tests and the Neyman-Pearson lemma for capacities
• Non-additive measure and integral
• Perceived ambiguity and relevant measures
• Revisiting savage in a conditional world
• Some quantities represented by the Choquet integral
• Unital Multiplications on a Hilbert Space

Cited in

(1)

• Risk sharing, measuring variability, and distortion riskmetrics

This page was built for publication: A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5870353)