منابع مشابه
Simulation-efficient shortest probability intervals
Bayesian highest posterior density (HPD) intervals can be estimated directly from simultions via empirical shortest intervals. Unfortunately, these can be noisy (that is, have a high Monte Carlo error). In this paper, we propose an optimal weighting strategy using quadratic programming to obtain a more computationally stable HPD, or in general, shortest probability interval (Spin). We prove the...
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* This research was sponsored in part by the Office of Naval Research under grant no. N00014-03-1-0033. ‡ 0-7803-7952—7/03/$17.00 © 2003 IEEE Abstract – Existing methods of parameter and structure learning of probabilistic inference networks assume that the database is complete. If there are missing values, these values are assumed to be missing at random. This paper incorporates the concepts u...
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When we use a mathematical model to represent information, we can obtain a closed and convex set of probability distributions, also called a credal set. This type of representation involves two types of uncertainty called conflict (or randomness) and non-specificity, respectively. The imprecise Dirichlet model (IDM) allows us to carry out inference about the probability distribution of a catego...
متن کاملTransforming Probability Intervals into Other Uncertainty Models
Probability intervals are imprecise probability assignments over elementary events. They constitute a very convenient tool to model uncertain information : two common cases are confidence intervals on parameters of multinomial distributions built from sample data and expert opinions provided in terms of such intervals. In this paper, we study how probability intervals can be transformed into ot...
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Coverage probabilities for prediction intervals are germane to filtering, forecasting, previsions, regression, and time series analysis. It is a common practice to choose the coverage probabilities for such intervals by convention or by astute judgment. We argue here that coverage probabilities can be chosen by decision theoretic considerations. But to do so, we need to specify meaningful utili...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 1988
ISSN: 0888-613X
DOI: 10.1016/0888-613x(88)90117-x