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ISIPTA
2003
IEEE
15 years 11 months ago
Exploring Imprecise Probability Assessments Based on Linear Constraints
For many problems there is only suf£cient prior information for a Bayesian decision maker to identify a class of possible prior distributions. In such cases it is of interest to ...
Radu Lazar, Glen Meeden
ISIPTA
2003
IEEE
117views Mathematics» more  ISIPTA 2003»
15 years 11 months ago
Dynamic Programming for Discrete-Time Systems with Uncertain Gain
We generalise the optimisation technique of dynamic programming for discretetime systems with an uncertain gain function. We assume that uncertainty about the gain function is des...
Gert de Cooman, Matthias C. M. Troffaes
ISIPTA
2003
IEEE
145views Mathematics» more  ISIPTA 2003»
15 years 11 months ago
An Extended Set-valued Kalman Filter
Set-valued estimation offers a way to account for imprecise knowledge of the prior distribution of a Bayesian statistical inference problem. The set-valued Kalman filter, which p...
Darryl Morrell, Wynn C. Stirling
ISIPTA
2003
IEEE
15 years 11 months ago
Computing Lower Expectations with Kuznetsov's Independence Condition
Kuznetsov’s condition says that variables X and Y are independent when any product of bounded functions f(X) and g(Y) behaves in a certain way: the interval of expected values E...
Fabio Gagliardi Cozman
ISIPTA
2003
IEEE
15 years 11 months ago
Convenient Interactive Computing for Coherent Imprecise Prevision Assessments
A generalization of deFinetti’s Fundamental Theorem of Probability facilitates coherent assessment, by iterated natural extension, of imprecise probabilities or expectations, co...
James Dickey