Since the seminal work of Gilboa and Schmeidler [28, p. 142] a relation between decision making under ambiguity and robust Bayesian statistics has been hinted at, and indeed immediate similarities are quite evident. At the same time, a formal treatment of this topic and a complete characterization of the relation between the two approaches is still missing. The object of this paper is to …ll th...

Nonadditive expected utility models were developed for explaining preferences in settings where probabilities cannot be assigned to events. In the absence of probabilities, difficulties arise in the interpretation of likelihoods of events. In this paper we introduce a notion of revealed likelihood that is defined entirely in terms of preferences and that does not require the existence of (subje...

Modeling of resting state functional magnetic resonance imaging (rs-fMRI) data using network models is of increasing interest. It is often desirable to group nodes into clusters to interpret the communication patterns between nodes. In this study we consider three different nonparametric Bayesian models for node clustering in complex networks. In particular, we test their ability to predict uns...

Consider a general finite-state stochastic process governed by an unknown objective probability distribution. Observing the system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the objective distribution if, with time, the forecasted probabilities converge to the correct (but unknown) probabilities. The forecast is calibrated if obs...

Consider a finite-state stochastic process governed by an unknown objective probability distribution. Observing the system, a forecaster assigns subjective probabilities to future states. The resulting subjective forecast merges to the objective distribution if, with time, the forecasted probabilities converge to the Ž . correct but unknown probabilities. The forecast is calibrated if observed ...

We aim at estimating a function λ : [0,1]→ R, subject to the constraint that it is decreasing (or increasing). We provide a unified approach for studying the Lp-loss of an estimator defined as the slope of a concave (or convex) approximation of an estimator of a primitive of λ, based on n observations. Our main task is to prove that the Lp-loss is asymptotically Gaussian with explicit (though u...

applying two definitions of the union of if-events, p. grzegorzewski gave two generalizations of the inclusion-exclusion principle for if-events.in this paper we prove an inclusion-exclusion principle for if-states based on a method which can also be used to prove grzegorzewski's inclusion-exclusion principle for probabilities on if-events.finally, we give some applications of this principle by...

The paper examines gender differences in intra-firm and inter-firm job changes, including worker-initiated and firm-initiated separations, for white full-time British workers over the period 1991-96. We document four main findings. First, job mobility is high for both men and women, with more than one quarter of the sample changing job each year. Second, the distinction between promotions, quit...