Bayesian learning for a class of priors with prescribed marginals

International Journal of Approximate Reasoning

Volumn 49, Issue 1, 2008, Pages 212-233

  Held, Hermann ^a   Augustin, Thomas ^b   Kriegler, Elmar ^a,c  

^a POTSDAM INSTITUTE FOR CLIMATE IMPACT RESEARCH   (Germany)

^b UNIVERSITY OF MUNICH   (Germany)

^c CARNEGIE MELLON UNIVERSITY   (United States)

Author keywords

Bayesian updating; Generalized Bayes rule; Imprecise probability; Maximum likelihood update; Modeling expert opinions; Prescribed marginals; Probability of ruin; Robust Bayesian approach; Unknown correlation structure

Indexed keywords

ARSENIC COMPOUNDS; BAYESIAN NETWORKS; BLOCK CODES; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; PROBABILITY;

BAYESIAN LEARNING (BL); BAYESIAN UPDATING; BIVARIATE; CLIMATIC CHANGE; CORRELATION STRUCTURES; GAUSSIAN; GENERALIZED BAYES; IMPRECISE PROBABILITIES; LEARNING RULES; MARGINALS; MECHANISTIC MODELING; POWERFUL EXTENSION; PRIOR KNOWLEDGE; PROBABILITY MEASURES; SPECIAL CLASS; WEIGHTED LIKELIHOOD;

RISK ASSESSMENT;

EID: 48749131631     PISSN: 0888613X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijar.2008.03.018     Document Type: Article

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