Bayesian learning for a class of priors with prescribed marginals

DOI10.1016/j.ijar.2008.03.018zbMath1184.62037OpenAlexW2043892658WikidataQ58318668 ScholiaQ58318668MaRDI QIDQ2379332

Hermann Held, Elmar Kriegler, Thomas Augustin

Publication date: 19 March 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.2008.03.018

zbMATH Keywords

imprecise probabilityBayesian updatingprobability of ruingeneralized Bayes rulerobust Bayesian approachmaximum likelihood updatemodeling expert opinionsprescribed marginalsunknown correlation structure

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Management decision making, including multiple objectives (90B50) Reasoning under uncertainty in the context of artificial intelligence (68T37)

Related Items

Bayesian learning for a class of priors with prescribed marginals ⋮ Imprecision and prior-data conflict in generalized Bayesian inference ⋮ Comment on: ``On focusing, soft and strong revision of Choquet capacities and their role in statistics

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