Title :
Tighter estimates for the posteriors of imprecise prior and conditional probabilities
Author_Institution :
Nokia Res. Center, Espoo, Finland
fDate :
11/1/1996 12:00:00 AM
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;
Journal_Title :
Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
DOI :
10.1109/3468.541340
