Sciweavers

351 search results - page 4 / 71
» The Aggregation of Imprecise Probabilities
Sort
View
13
Voted
ISIPTA
1999
IEEE
117views Mathematics» more  ISIPTA 1999»
13 years 10 months ago
Towards a Unified Theory of Imprecise Probability
Belief functions, possibility measures and Choquet capacities of order 2, which are special kinds of coherent upper or lower probability, are amongst the most popular mathematical...
Peter Walley
IJAR
2008
140views more  IJAR 2008»
13 years 5 months ago
Financial risk measurement with imprecise probabilities
Although financial risk measurement is a largely investigated research area, its relationship with imprecise probabilities has been mostly overlooked. However, risk measures can b...
Paolo Vicig
ALDT
2009
Springer
181views Algorithms» more  ALDT 2009»
14 years 26 days ago
Optimizing the Hurwicz Criterion in Decision Trees with Imprecise Probabilities
This paper is devoted to sequential decision problems with imprecise probabilities. We study the problem of determining an optimal strategy according to the Hurwicz criterion in de...
Gildas Jeantet, Olivier Spanjaard
ISIPTA
2005
IEEE
125views Mathematics» more  ISIPTA 2005»
13 years 12 months ago
Imprecise probability models for inference in exponential families
When considering sampling models described by a distribution from an exponential family, it is possible to create two types of imprecise probability models. One is based on the co...
Erik Quaeghebeur, Gert de Cooman
IJAR
2010
106views more  IJAR 2010»
13 years 4 months ago
A minimum distance estimator in an imprecise probability model - Computational aspects and applications
The present article considers estimating a parameter θ in an imprecise probability model (Pθ)θ∈Θ which consists of coherent upper previsions Pθ . After the definition of a...
Robert Hable