Updating under unknown unknowns: an extension of Bayes' rule
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Publication:962882
DOI10.1016/j.ijar.2008.09.005zbMath1185.62061WikidataQ58318667 ScholiaQ58318667MaRDI QIDQ962882
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.2008.09.005
prediction; autoregressive process; Bayesian updating; model accuracy; \(\epsilon \)-contamination model
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach, Conditioning, updating and lower probability zero
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Cites Work
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- Reified Bayesian modelling and inference for physical systems
- Robust Bayes and empirical Bayes analysis with \(\epsilon\)-contaminated priors
- Introduction to Time Series and Forecasting
- Probabilistic Formulations for Transferring Inferences from Mathematical Models to Physical Systems