Γ-Minimax: A Paradigm for Conservative Robust Bayesians
From MaRDI portal
Publication:5747430
DOI10.1007/978-1-4612-1306-2_13zbMath1281.62040OpenAlexW1859602357MaRDI QIDQ5747430
Publication date: 14 February 2014
Published in: Robust Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-1-4612-1306-2_13
Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20)
Related Items (23)
Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory ⋮ Robust Bayesian Pitman closeness ⋮ Exact credibility reference Bayesian premiums ⋮ Optimal rules and robust Bayes estimation of a gamma scale parameter ⋮ Minimizing sensitivity to model misspecification ⋮ Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing ⋮ Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ Adversarial meta-learning of Gamma-minimax estimators that leverage prior knowledge ⋮ Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes ⋮ Estimating reliability parameters under insufficient information ⋮ Search for the upper bound of Bayesian estimates of the parameter in an exponential failure model with two known quantiles of an a priori distribution function ⋮ Some approaches to pattern recognition problems ⋮ Distribution of expected utility in decision trees ⋮ Optimal decisions under complex uncertainty – basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by interval probability ⋮ Optimal actions in problems with convex loss functions ⋮ Data-based decisions under imprecise probability and least favorable models ⋮ The interplay of Bayesian and frequentist analysis ⋮ On the use of posterior regret \(\Gamma\)-minimax actions to obtain credibility premiums ⋮ Approximate models and robust decisions ⋮ Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function ⋮ Bayesian and robust Bayesian analysis in a general setting ⋮ Estimation of reliability parameters under incomplete primary information
This page was built for publication: Γ-Minimax: A Paradigm for Conservative Robust Bayesians
