Exchangeability and sets of desirable gambles
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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.
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- Arbitrarily high degree elevation of Bézier representations
- Belief models: An order-theoretic investigation
- Bézier and B-spline techniques
- De Finetti's Theorem on Exchangeable Variables
- Epistemic irrelevance on sets of desirable gambles
- Exchangeable lower previsions
- Finite exchangeable sequences
- Infinite exchangeability for sets of desirable gambles
- Notes on conditional previsions
- Probabilistic Symmetries and Invariance Principles
- Symmetric Measures on Cartesian Products
- The Hausdorff moment problem under finite additivity
- The logical foundations of statistical inference
- Towards a unified theory of imprecise probability
Cited in
(32)- Joint desirability foundations of social choice and opinion pooling
- Quantum indistinguishability through exchangeability
- Independent natural extension for choice functions
- Exchangeable Belief Structures
- Desirability foundations of robust rational decision making
- Sum-of-squares for bounded rationality
- Coherent choice functions, desirability and indifference
- Graphoid properties of concepts of independence for sets of probabilities
- Information algebras in the theory of imprecise probabilities
- Predictive inference under exchangeability, and the imprecise Dirichlet multinomial model
- Exposing some points of interest about non-exposed points of desirability
- The logic behind desirable sets of things, and its filter representation
- Exchangeable lower previsions
- On a notion of independence proposed by Teddy Seidenfeld
- Credal networks under epistemic irrelevance: the sets of desirable gambles approach
- Coherent choice functions without archimedeanity
- Lexicographic choice functions
- Notes on desirability and conditional lower previsions
- Sets of desirable gambles: conditioning, representation, and precise probabilities
- Exchangeable choice functions
- Infinite exchangeability for sets of desirable gambles
- Joint receipt and certainty equivalents of gambles
- Conditioning, updating and lower probability zero
- Lexicographic choice functions without archimedeanicity
- Coherent and Archimedean choice in general Banach spaces
- Nonlinear desirability theory
- A behavioural justification for using sensitivity analysis in imprecise multinomial processes
- Representation theorems for partially exchangeable random variables
- Algebras of sets and coherent sets of gambles
- Accept \& reject statement-based uncertainty models
- Modelling epistemic irrelevance with choice functions
- Conglomerable natural extension
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