Optimal actions in problems with convex loss functions

DOI10.1016/J.IJAR.2008.03.014MaRDI QIDQ962857zbMATH OpenOpenAlexFDO

Authors Fabrizio Ruggeri, J. Pablo Arias-Nicolás, Jacinto Martín, Alfonso Suárez-Llorens

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.2008.03.014

zbMATH Keywords

class of loss functionsclass of priorsconditional \(\Gamma \)-minimax actionsdominancePoisson distributionsposterior regretrobustnesssensitivity analysis

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• An overview of robust Bayesian analysis. (With discussion)
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• scientific article; zbMATH DE number 69459 (Why is no real title available?)
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• scientific article; zbMATH DE number 1136510 (Why is no real title available?)
• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 4123038 (Why is no real title available?)
• scientific article; zbMATH DE number 845890 (Why is no real title available?)
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• The Non Dominated Set in Bayesian Decision Problems with Convex Loss Functions
• Topics on the Foundations of Robust Bayesian Analysis
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• Γ-Minimax: A Paradigm for Conservative Robust Bayesians

Cited in

(12)

• Allelic frequency estimation in presence of uncertain priors
• On a new class of multivariate prior distributions: theory and application in reliability
• A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes
• Most stable sample size determination in clinical trials
• Bayes and robust Bayes predictions in a subfamily of scale parameters under a precautionary loss function
• Bayes and robust Bayes prediction with an application to a rainfall prediction problem
• Bayesian estimation of the expected queue length of a system M/M/1 with certain and uncertain priors
• On Monte Carlo computation of posterior expectations with uncertainty
• Robust Bayesian estimator in a normal model with uncertain hierarchical priors
• Robust Bayesian prediction and estimation under a squared log error loss function
• A loss minimization problem
• Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors

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