Probabilistic sensitivity measures as information value
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Cites work
- A framework for the value of information in inventory replenishment
- A note on the analysis of the expected value of perfect information with respect to a class of R\&D projects
- A study of interactions in the risk assessment of complex engineering systems: an application to space PSA
- Assessing point forecast accuracy by stochastic error distance
- Coherent measures of risk
- Comparison, utility, and partition of dependence under absolutely continuous and singular distributions
- Copula theory and probabilistic sensitivity analysis: is there a connection?
- Distance covariance in metric spaces
- Elicitation of Personal Probabilities and Expectations
- Eliciting production possibilities from a well-informed manager
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Global Sensitivity Analysis
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- Lottery acquisition versus information acquisition: Prices and preference reversals
- Making and evaluating point forecasts
- New sensitivity analysis subordinated to a contrast
- On Information and Sufficiency
- On measures of dependence
- On the negative value of information in informationally inefficient markets: Calculations for large number of traders
- On the Relative Importance of Input Factors in Mathematical Models
- Scoring Rules, Generalized Entropy, and Utility Maximization
- Sensitivity analysis based on Cramér-von Mises distance
- Sensitivity analysis: a review of recent advances
- Statistical Methods for Eliciting Probability Distributions
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The \(f\)-sensitivity index
- The geometry of proper scoring rules
- The value of information -- an axiomatic approach
- The Value of Information and Stochastic Programming
- The value of information in a capacitated closed loop supply chain
- Uncertainty, information, and disagreement of economic forecasters
- Value of information in portfolio selection, with a Taiwan stock market application illustration
Cited in
(11)- Local probabilistic sensitivity measures for comparing FORM and Monte Carlo calculations illustrated with dike ring reliability calculations
- Measurability of functionals and of ideal point forecasts
- Global sensitivity analysis in epidemiological modeling
- Sensitivity analysis with ^2-divergences
- A study of interactions in the risk assessment of complex engineering systems: an application to space PSA
- Goal-oriented Shapley effects with special attention to the quantile-oriented case
- Information Density in Decision Analysis
- Sensitivity measures based on scoring functions
- Fifty years of decision analysis in operational research: a review
- Expected information of noisy attribute forecasts for probabilistic forecasts
- Enhancing travel time prediction with deep learning on chronological and retrospective time order information of big traffic data
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