Robust probability updating

DOI10.1016/j.ijar.2016.03.001zbMath1381.60011arXiv1512.03223OpenAlexW2337103830MaRDI QIDQ282914

Wouter M. Koolen, Thijs van Ommen, Peter D. Grünwald, Thijs E. Feenstra

Publication date: 12 May 2016

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03223

zbMATH Keywords

maximum entropyloss functionsminimax decision makingprobability updating

Mathematics Subject Classification ID

Decision theory (91B06) Minimax procedures in statistical decision theory (62C20) Axioms; other general questions in probability (60A05)

Related Items (1)

Safe probability

Cites Work

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