Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited
From MaRDI portal
Recommendations
- Bayesian learning of stochastic dynamical models
- On Bayesian learning from Bernoulli observations
- Bayesian learning of noisy Markov decision processes
- Bayesian learning and convergence to rational expectations
- Bayesian inference for stochastic processes
- Asymptotics of representation learning in finite Bayesian neural networks*
- Bayesian parameter learning with an application
- Bayesian prediction for stochastic processes: theory and applications
- Bayes' learning of unknown parameters
Cited in
(12)- Learning the fundamentals in a stationary environment
- Calibration and Bayesian learning.
- Predicting non-stationary processes
- Robust control and model misspecification
- Merging and testing opinions
- Some Sufficient Conditions on an Arbitrary Class of Stochastic Processes for the Existence of a Predictor
- scientific article; zbMATH DE number 1139828 (Why is no real title available?)
- Predictive characterization of mixtures of Markov chains
- Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
- Testing theories with learnable and predictive representations
- Prior symmetry, similarity-based reasoning, and endogenous categorization
- Limits to rational learning
This page was built for publication: Bayesian Representation of Stochastic Processes under Learning: de Finetti Revisited
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4530949)
