A computation method in robust Bayesian decision theory

DOI10.1016/J.IJAR.2008.03.021MaRDI QIDQ962856zbMATH OpenOpenAlexFDO

Authors Christophe Abraham

Publication date 7 April 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2008.03.021

zbMATH Keywords

class of utility functionsdiscretizationglobal robustnessMonte Carlo optimizationoptimal decisionssimulated annealing

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
• Analytic approximation of the interval of Bayes actions derived from a class of loss functions
• Asymptotic global robustness in Bayesian decision theory
• Bayesian inference using intervals of measures
• Computing efficient sets in Bayesian decision problems
• Global robustness with respect to the loss function and the prior
• scientific article; zbMATH DE number 1631958 (Why is no real title available?)
• scientific article; zbMATH DE number 2117879 (Why is no real title available?)
• scientific article; zbMATH DE number 3357742 (Why is no real title available?)
• On a global sensitivity measure for Bayesian inference
• Ranges of posterior expected losses and -robust actions
• RISK ANALYSIS UNDER PARTIAL PRIOR INFORMATION AND NONMONOTONE UTILITY FUNCTIONS
• Robust Bayes and empirical Bayes analysis with -contaminated priors
• Robust Bayesian analysis
• State of the Art—Utility Assessment Methods
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions

Cited in

(7)

• scientific article; zbMATH DE number 3960738 (Why is no real title available?)
• scientific article; zbMATH DE number 509214 (Why is no real title available?)
• Bayesian regression under combinations of constraints
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• Computing efficient sets in Bayesian decision problems
• Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties
• On the relation between robust and Bayesian decision making

Describes a project that uses

Uses Software

• R

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