Updating under unknown unknowns: an extension of Bayes' rule

DOI10.1016/J.IJAR.2008.09.005MaRDI QIDQ962882zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Elmar Kriegler

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

zbMATH Keywords

predictionautoregressive processBayesian updatingmodel accuracy\(\epsilon \)-contamination model

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article
• scientific article; zbMATH DE number 1222672
• Bayesian learning for a class of priors with prescribed marginals
• Updating beliefs with incomplete observations
• Unforeseen evidence

Cites work

• scientific article; zbMATH DE number 3727458 (Why is no real title available?)
• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 720675 (Why is no real title available?)
• Introduction to Time Series and Forecasting
• Probabilistic Formulations for Transferring Inferences from Mathematical Models to Physical Systems
• Reified Bayesian modelling and inference for physical systems
• Robust Bayes and empirical Bayes analysis with -contaminated priors

Cited in

(8)

• scientific article; zbMATH DE number 2202313 (Why is no real title available?)
• Bayesian updating: on the interpretation of exhaustive and mutually exclusive assumptions.
• Dynamically consistent updating of multiple prior beliefs -- an algorithmic approach
• Addendum to ``Bayesian and non-Bayesian evidential updating
• scientific article; zbMATH DE number 762951 (Why is no real title available?)
• A NEW APPROACH OF REVISING UNSTABLE DATA IN ANP BY BAYES THEOREM
• Using Bayes' Rule to Update an Event's Probabilities Based on the Outcomes of Partially Similar Events
• Conditioning, updating and lower probability zero

Describes a project that uses

Uses Software

• itsmr

This page was built for publication: Updating under unknown unknowns: an extension of Bayes' rule

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q962882)