Expected information as ecpected utility

From MaRDI portal
Publication:1258140

DOI10.1214/aos/1176344689zbMath0407.62002OpenAlexW2060442802MaRDI QIDQ1258140

José Miguel Bernardo

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344689



Related Items

Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities, Unnamed Item, Importance of Components for a System, Bootstrap adjustments of signed scoring rule root statistics, Spline-Based Emulators for Radiative Shock Experiments With Measurement Error, Bayesian comparison of stochastic models of dispersion, On a balanced quadratic classification rule, Distributional inference, Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory, A Review of Modern Computational Algorithms for Bayesian Optimal Design, Predictive Inference Based on Markov Chain Monte Carlo Output, Bayesian experimental design without posterior calculations: an adversarial approach, Causal inference under mis-specification: adjustment based on the propensity score (with discussion), Model-based preference quantification, Scoring, truthlikeness, and value, Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria, A proper scoring rule for minimum information bivariate copulas, Additive Scoring Rules for Discrete Sample Spaces, Incentive-Compatible Surveys via Posterior Probabilities, A Probability Scoring Rule for Simultaneous Events, Bayesian Active Learning of Neural Firing Rate Maps with Transformed Gaussian Process Priors, Dethroning the Fano Factor: A Flexible, Model-Based Approach to Partitioning Neural Variability, Parameter tracking with partial forgetting method, Benchmark priors for Bayesian model averaging., A Bayesian predictive approach to model selection., Unnamed Item, Applications of a Kullback-Leibler divergence for comparing non-nested models, On the design of comparative lifetime studies, Uncertainty, information, and disagreement of economic forecasters, Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder), Spatial-temporal nonlinear filtering based on hierarchical statistical models, Approximating hierarchical normal priors using a vague component, Generalizing the standard product rule of probability theory and Bayes's theorem, Estimation of spatial processes using local scoring rules: spatial special issue, Some aspects of the history of Bayesian information processing, Robust probability updating, Mean field variational Bayesian inference for support vector machine classification, Economic Darwinism: Who has the best probabilities?, Bayesian interim analysis of lifetime data, Experimental Design for Nonparametric Correction of Misspecified Dynamical Models, Bayesian D-optimal designs for the exponential growth model, Bayesian parametric inference in a nonparametric framework, Group decision analysis and its application to combining opinions, On the Origins of Imperfection and Apparent Non-rationality, Stochastic optimization algorithms of a Bayesian design criterion for Bayesian parameter estimation of nonlinear regression models: Application in pharmacokinetics, Utility functions that lead to the likelihood ratio as a relative model performance measure, The role of Bayesian philosophy within Bayesian model selection, Use of Kullback-Leibler divergence for forgetting, On the normalized maximum likelihood and Bayesian decision theory, Optimal Bayesian design applied to logistic regression experiments, The wisdom of the crowd and prediction markets, Optimal design of priors constrained by external predictors, The geometry of proper scoring rules, A new time-varying model for forecasting long-memory series, Adaptive utility and trial aversion, On the association between a random parameter and an observable, Converting information into probability measures with the Kullback-Leibler divergence, Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems, Axiomatisation of fully probabilistic design revisited, Comparison, utility, and partition of dependence under absolutely continuous and singular distributions, Local scale invariance and robustness of proper scoring rules, The value of a probability forecast from portfolio theory, Axiomatisation of fully probabilistic design, On the sample information about parameter and prediction, Bayes Estimate and Inference for Entropy and Information Index of Fit, On the mathematics of the Jeffreys–Lindley paradox, Optimal designs for threshold-determining limiting dilution assays, Predictive comparisons in ordinal models, Prediction with vague prior knowledge, A survey of Bayesian predictive methods for model assessment, selection and comparison, A predictive approach to nonparametric inference for adaptive sequential sampling of psychophysical experiments, Initial distribution spread: a density forecasting approach, Design issues for generalized linear models: a review, Proper local scoring rules, Proper local scoring rules on discrete sample spaces, Local proper scoring rules of order two, Optimal Observation Times in Experimental Epidemic Processes, Quick counts from non-selected polling stations, Bayesian inference in partially identified models: is the shape of the posterior distribution useful?, Bayesian analysis with limited communication, Unnamed Item, Some applications of Stieltjes transforms in the construction of optimal designs for nonlinear regression models, Adaptive Design Optimization: A Mutual Information-Based Approach to Model Discrimination in Cognitive Science, Optimal combinations of stochastic frontier and data envelopment analysis models, Approximate Bayesian recursive estimation, A Tutorial on Learning with Bayesian Networks, Actionable Information in Vision, Recursive estimation of high-order Markov chains: approximation by finite mixtures, Bayesian analysis of a generalized lognormal distribution, Semi-parametric dynamic time series modelling with applications to detecting neural dynamics, Bayesian semi-supervised learning with support vector machine, A Bayesian alternative to parametric hypothesis testing, Utility, informativity and protocols, Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints, Minimum Scoring Rule Inference, On the foundations of statistics and decision theory, Analisis bayesiano de los contrastes de hipotesis parametricos, Bayesian nonparametric model selection and model testing, Fully probabilistic design of hierarchical Bayesian models, Projection-based Bayesian recursive estimation of ARX model with uniform innovations, Sequential Optimal Design of Neurophysiology Experiments, Mixture estimation with state-space components and Markov model of switching, Bayesian estimation of dynamic finite mixtures, Goals and the informativeness of prior probabilities, Optimal prediction pools, The uniqueness of local proper scoring rules: the logarithmic family, Scoring in context, Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds, Implicitly adaptive importance sampling, Automated Preference Elicitation for Decision Making, Preposterior expected loss as a scoring rule for prior distributions, Early diagnosis of neurological disease using peak degeneration ages of multiple biomarkers, Approximate Laplace importance sampling for the estimation of expected Shannon information gain in high-dimensional Bayesian design for nonlinear models, Bayesian marginal influence assessment, Strategies for inference robustness in focused modelling, Aggregating opinions through logarithmic pooling, Linear estimating equations for exponential families with application to Gaussian linear concentration models, Bayesian analysis of the amended Davidson model for paired comparison using noninformative and informative priors, Optimal monitoring network designs, Measuring and adjusting for overconfidence, Information measures of Dirichlet distribution with applications, Bayesian confidence estimation: an alternative approach, Changes in utility as information, A utility based approach to information for stochastic differential equations, Information indices: Unification and applications., A Bayesian analysis of some threshold switching models, Extropy: complementary dual of entropy, A generalized predictive criterion for model selection, Understanding predictive information criteria for Bayesian models