Bayes' theorem for Choquet capacities

DOI10.1214/AOS/1176347752zbMATH Open0736.62026OpenAlexW2046506360WikidataQ92182635 ScholiaQ92182635MaRDI QIDQ1813489FDOQ1813489

Authors: Joseph B. Kadane, Larry Wasserman 

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176347752

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zbMATH Keywords

majorizationpriorsweakly compactposterior boundsrobust Bayesian inferencecharacterization of 2-alternating Choquet capacitiesrational function of two Choquet integrals

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Robustness and adaptive procedures (parametric inference) (62F35) Sufficiency and information (62B99)

Cited In (64)

• Bayesian updating under incomplete or imprecise information in finite spaces
• A Unified Framework for Bayesian and Non-Bayesian Decision Making and Inference
• Logic-based updating
• A general law of the iterated logarithm for non-additive probabilities
• THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR
• Laws of large numbers for arrays of Rowwise negatively associated random variables under nonlinear probabilities
• Strong law of large numbers for upper set-valued and fuzzy-set valued probability
• Law of large numbers under Choquet expectations
• A framework for robustness to ambiguity of higher-order beliefs
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
• Evaluating ambiguous random variables from Choquet to maxmin expected utility
• Comments on Shafer's Perspectives on the theory and practice of belief functions
• Bayesian inference: the role of coherence to deal with a prior belief function
• Foundations of neo-Bayesian statistics
• An overview of robust Bayesian analysis. (With discussion)
• Ambiguous information and dilation: an experiment
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
• Towards a unified theory of imprecise probability
• Minimax pricing and Choquet pricing
• Strong laws of large numbers for sub-linear expectations
• Conditioning (updating) non-additive measures
• Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach
• Limit laws for non-additive probabilities and their frequentist interpretation
• Sub-concave and sub-convex capacities
• Additive representations of non-additive measures and the Choquet integral
• Choquet expectation and Peng's \(g\)-expectation
• A property of \(g\)-probabilities
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities
• Measures of uncertainty in expert systems
• Judicious judgment meets unsettling updating: dilation, sure loss and Simpson's paradox
• When an event makes a difference
• Nonparametric predictive inference and interval probability
• Generalizations of some probability inequalities and \(L^{p}\) convergence of random variables for any monotone measure
• Robust bayesian analysis given bounds on the probability of a set
• Portfolio inertia and epsilon-contaminations
• Weak and strong laws of large numbers for sub-linear expectation
• Perspectives on the theory and practice of belief functions
• Dynamic consistency, valuable information and subjective beliefs
• Cores of non-atomic market games
• A strong law of large numbers for sub-linear expectation under a general moment condition
• Symmetric, coherent, Choquet capacities
• Linearization of Bayesian robustness problems
• A general strong law of large numbers for non-additive probabilities and its applications
• Bayesian robustness with more than one class of contaminations
• Concentration functions and Bayesian robustness. (With discussion)
• The dilation phenomenon in robust Bayesian inference. (With discussion)
• Trembles in extensive games with ambiguity averse players
• The Choquet integral of log-convex functions
• Search and Knightian uncertainty
• False confidence, non-additive beliefs, and valid statistical inference
• A strong law of large numbers for independent random variables under non-additive probabilities
• Regular updating
• Extension of the strong law of large numbers for capacities
• Belief functions and statistical inference
• Credal networks
• Title not available (Why is that?)
• Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise
• Inequalities for upper and lower probabilities
• Network of probabilities associated with a capacity of order-2
• Laws of large numbers of negatively correlated random variables for capacities
• Bayes theorem bounds for convex lower previsions
• STATISTICAL INFERENCES BASED ON A SECOND-ORDER POSSIBILITY DISTRIBUTION
• Conditional Choquet expectation
• Conditional preferences and updating.

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