Bayesian learning for a class of priors with prescribed marginals

DOI10.1016/J.IJAR.2008.03.018MaRDI QIDQ2379332zbMATH OpenOpenAlexWikidataFDO

Authors Hermann Held, Thomas Augustin, Elmar Kriegler

Publication date 19 March 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2008.03.018

zbMATH Keywords

Bayesian updatinggeneralized Bayes ruleimprecise probabilitymaximum likelihood updatemodeling expert opinionsprescribed marginalsprobability of ruinrobust Bayesian approachunknown correlation structure

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian inference (62F15) Reasoning under uncertainty in the context of artificial intelligence (68T37) Management decision making, including multiple objectives (90B50)

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Cited in

(12)

• Bayesian learning for pattern classification in the class of density functions representable as the square of the sum of an orthogonal series
• Comment on: ``On focusing, soft and strong revision of Choquet capacities and their role in statistics
• Bayesian learning for a class of priors with prescribed marginals
• Imprecision and prior-data conflict in generalized Bayesian inference
• Prior Knowledge in Learning Finite Parameter Spaces
• Bayesian Inference with Specified Prior Marginals
• scientific article; zbMATH DE number 496138 (Why is no real title available?)
• Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach
• scientific article; zbMATH DE number 7272386 (Why is no real title available?)
• Thomas Augustin's contributions to imprecise probability and statistics
• Quasi-Bayesian analysis using imprecise probability assessments and the generalized Bayes' rule
• Updating under unknown unknowns: an extension of Bayes' rule

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