DocumentCode
1417709
Title
Tighter estimates for the posteriors of imprecise prior and conditional probabilities
Author
Salo, Ahti A.
Author_Institution
Nokia Res. Center, Espoo, Finland
Volume
26
Issue
6
fYear
1996
fDate
11/1/1996 12:00:00 AM
Firstpage
820
Lastpage
825
Abstract
White (1986) and Snow (1991) have presented approximate characterizations for the posterior probabilities when the priors and conditionals are specified through linear constraint systems. This paper extends their results by developing alternative linear inequality approximations for posterior probabilities, with a particular focus on partial information expressed in terms of (i) bounds on the components of probability vectors and (ii) bounds on ratios of probabilities
Keywords
decision theory; modelling; probability; uncertain systems; imprecise conditional probabilities; imprecise prior probabilities; linear inequality approximations; partial information; posterior probability estimation; probability vectors; Bayesian methods; Humans; Inference algorithms; Information resources; Linear approximation; Robustness; Snow; Testing; Uncertainty; Vectors;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
Publisher
ieee
ISSN
1083-4427
Type
jour
DOI
10.1109/3468.541340
Filename
541340
Link To Document