Bayesian decision theory and stochastic independence
From MaRDI portal
Publication:3384083
zbMATH Open1483.62014arXiv1707.08757MaRDI QIDQ3384083FDOQ3384083
Authors: Philippe Mongin 
Publication date: 14 December 2021
Full work available at URL: https://arxiv.org/abs/1707.08757
Recommendations
Cites Work
- Prospect theory. For risk and ambiguity.
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Definition of Subjective Probability
- Title not available (Why is that?)
- Pexider's equation and aggregation of allocations
- Ranking multidimensional alternatives and uncertain prospects
- Title not available (Why is that?)
- The Structure of Utility Functions
- On indepedence for non-additive measures, with a Fubini theorem
- Sets of probability distributions, independence, and convexity
- Stochastic independence, causal independence, and shieldability
- Declarations of independence
- Joint orders in comparative probability
- Social preference under twofold uncertainty
- Qualitative independence in probability theory
Cited In (8)
- A minimal extension of Bayesian decision theory
- Bayes without Bernoulli: Simple conditions for probabilistically sophisticated choice
- Independence and Bayesian updating methods
- On a notion of independence proposed by Teddy Seidenfeld
- Joint sensitivity in Bayesian decision theory
- Subjective probability and stochastic independence
- Stability of Bayes Decisions and Applications
- On the normalized maximum likelihood and Bayesian decision theory
This page was built for publication: Bayesian decision theory and stochastic independence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3384083)
