Bayesian decision theory and stochastic independence

MaRDI QIDQ3384083zbMATH OpenFDO

Authors Philippe Mongin

Publication date 14 December 2021

Full work available at URL https://arxiv.org/abs/1707.08757, http://eptcs.web.cse.unsw.edu.au/paper.cgi?TARK2017.30

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

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Cites work

• A Definition of Subjective Probability
• Declarations of independence
• scientific article; zbMATH DE number 3433226 (Why is no real title available?)
• scientific article; zbMATH DE number 3339023 (Why is no real title available?)
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• scientific article; zbMATH DE number 3087284 (Why is no real title available?)
• Joint orders in comparative probability
• On indepedence for non-additive measures, with a Fubini theorem
• Pexider's equation and aggregation of allocations
• Prospect theory. For risk and ambiguity.
• Qualitative independence in probability theory
• Ranking multidimensional alternatives and uncertain prospects
• Sets of probability distributions, independence, and convexity
• Social preference under twofold uncertainty
• Stochastic independence, causal independence, and shieldability
• The Structure of Utility Functions

Cited in

(9)

• Independence and Bayesian updating methods
• Joint sensitivity in Bayesian decision theory
• A note on stochastic independence without Savage-null events
• Bayes without Bernoulli: Simple conditions for probabilistically sophisticated choice
• Subjective probability and stochastic independence
• A minimal extension of Bayesian decision theory
• Stability of Bayes Decisions and Applications
• On a notion of independence proposed by Teddy Seidenfeld
• On the normalized maximum likelihood and Bayesian decision theory

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