A computation method in robust Bayesian decision theory
DOI10.1016/J.IJAR.2008.03.021zbMATH Open1185.62013OpenAlexW2069902026MaRDI QIDQ962856FDOQ962856
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
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- Statistical decision theory and Bayesian analysis. 2nd ed
- Robust Bayesian analysis
- An overview of robust Bayesian analysis. (With discussion)
- State of the Art—Utility Assessment Methods
- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- On a global sensitivity measure for Bayesian inference
- Bayesian inference using intervals of measures
- Asymptotic global robustness in Bayesian decision theory
- Analytic approximation of the interval of Bayes actions derived from a class of loss functions
- Global robustness with respect to the loss function and the prior
- RISK ANALYSIS UNDER PARTIAL PRIOR INFORMATION AND NONMONOTONE UTILITY FUNCTIONS
- The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
- Ranges of posterior expected losses and \(\epsilon\)-robust actions
- Computing efficient sets in Bayesian decision problems
Cited In (7)
- Computing efficient sets in Bayesian decision problems
- Bayesian regression under combinations of constraints
- Bayesian regression with B‐splines under combinations of shape constraints and smoothness properties
- On the relation between robust and Bayesian decision making
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