Bayesian inference using intervals of measures
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Cited in
(57)- Applying non-parametric robust Bayesian analysis to non-opinionated judicial neutrality
- On smoothness constraints with shape constraints in a robust Bayesian analysis
- Strong law of large numbers for upper set-valued and fuzzy-set valued probability
- Posterior ranges of functions of parameters under priors with specified quantiles
- Comments on Shafer's Perspectives on the theory and practice of belief functions
- Bayesian robustness in bidimensional models: Prior independence. (With discussion)
- Convergence theorem for fuzzy martingales
- Knightian decision theory and econometric inferences
- Range of the posterior probability of an interval for priors with unimodality preserving contaminations
- Bayesian inference: the role of coherence to deal with a prior belief function
- An overview of robust Bayesian analysis. (With discussion)
- A model of prior ignorance for inferences in the one-parameter exponential family
- Desirable gambles based on pairwise comparisons
- Computing posterior upper expectations
- Robustness in Bayesian nonparametrics
- Range of posterior measures for priors with arbitrary contaminations
- Prior near ignorance for inferences in thek-parameter exponential family
- On the robustness of Bayesian networks to learning from non-conjugate sampling
- Interval-valued degrees of belief: applications of interval computations to expert systems and intelligent control
- Robust Bayesian analysis using divergence measures
- On the imposition of shape constraints in a robust Bayesian analysis
- Robustness of the posterior mean in normal hierarchical models
- Minimax pricing and Choquet pricing
- Belief function and multivalued mapping robustness in statistical estimation
- Asymptotic limit of the Bayes actions set derived from a class of loss functions
- General inferential limits under differential and pufferfish privacy
- Robust Bayesian analysis: sensitivity to the prior
- Asymptotics in Bayesian decision theory with applications to global robustness
- Incremental conditioning of lower and upper probabilities
- Asymptotic global robustness in Bayesian decision theory
- Law of large numbers for non-additive measures
- A computation method in robust Bayesian decision theory
- Bayesian robustness for hierarchical \(\varepsilon\)-contamination models
- Sensitivity of some standard Bayesian estimates to prior uncertainty: A comparison
- Symmetric, coherent, Choquet capacities
- “Sobre los modelos jerárquicos y su relación con el problema de decisión con información parcial a priori”
- Strong law of large numbers with respect to a fuzzy probability measure
- Linearization of Bayesian robustness problems
- Robust Bayesian analysis of selection models
- Density based classes of priors: Infinitesimal properties and approximations
- On Rigorous Specification of ICAR Models
- An approach to evaluating sensitivity in Bayesian regression analyses. (With discussion)
- Concentration functions and Bayesian robustness. (With discussion)
- The dilation phenomenon in robust Bayesian inference. (With discussion)
- Optimal robust credible sets for density-bounded priors
- Bounds on generalized linear predictors with incomplete outcome data
- Una definición de robustez cualitativa en inferencia Bayesiana
- A nonparametric Bayes method for isotonic regression
- Prior assessments for bands of probability measures: Empirical Bayes analysis
- Classes of bidimensional priors specified on a collection of sets: Bayesian robustness
- Credal networks
- Local sensitivity of posterior expectations
- The conflict between improper priors and robustness
- On robustness of the relative belief ratio and the strength of its evidence with respect to the geometric contamination prior
- Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors
- Robust Bayesian diagnostics
- Optimally robust credible sets with a class of priors
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