Exchangeability and sets of desirable gambles
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Publication:432969
DOI10.1016/J.IJAR.2010.12.002zbMATH Open1247.68284arXiv0911.4727OpenAlexW2164596421MaRDI QIDQ432969FDOQ432969
Authors: Erik Quaeghebeur, Gert De Cooman 
Publication date: 5 July 2012
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Abstract: Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We give a general discussion of such models and their rationality criteria. We study exchangeability assessments for them, and prove counterparts of de Finetti's finite and infinite representation theorems. We show that the finite representation in terms of count vectors has a very nice geometrical interpretation, and that the representation in terms of frequency vectors is tied up with multivariate Bernstein (basis) polynomials. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability and the extension of exchangeable sequences.
Full work available at URL: https://arxiv.org/abs/0911.4727
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Cited In (32)
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- Quantum indistinguishability through exchangeability
- Independent natural extension for choice functions
- Desirability foundations of robust rational decision making
- Exchangeable Belief Structures
- Sum-of-squares for bounded rationality
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- Accept \& reject statement-based uncertainty models
- Conglomerable natural extension
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