Exchangeability for sets of desirable gambles

Gert de Cooman; Erik Quaeghebeur

Exchangeability for sets of desirable gambles

Gert de Cooman
, Erik Quaeghebeur

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

Samenvatting

Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We study exchangeability assessments for such models, and prove a counterpart of de Finetti's finite representation theorem. We show that this representation theorem has a very nice geometrical interpretation. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability.

Originele taal-2	Engels
Titel	Proceedings of the Sixth International Symposium on Imprecise Probability: Theories and Applications
Redacteuren	Thomas Augustin, Frank P. A. Coolen, Serafin Moral, Matthias C. M. Troffaes
Pagina's	159-168
Aantal pagina's	10
Status	Gepubliceerd - 2009
Extern gepubliceerd	Ja
Evenement	6th International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2009 - Durham, Verenigd Koninkrijk Duur: 14 jul. 2009 → 18 jul. 2009

Congres

Congres	6th International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2009
Land/Regio	Verenigd Koninkrijk
Stad	Durham
Periode	14/07/09 → 18/07/09

Toegang tot document

https://biblio.ugent.be/publication/718913

Andere bestanden en links

Link to publication in Scopus

Citeer dit

@inproceedings{5dc600f95cef4ddc953941aaeaa70ef3,

title = "Exchangeability for sets of desirable gambles",

abstract = "Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We study exchangeability assessments for such models, and prove a counterpart of de Finetti's finite representation theorem. We show that this representation theorem has a very nice geometrical interpretation. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability.",

keywords = "Coherence, Desirability, Exchangeability, Natural extension, Real desirability, Representation, Sets of desirable gambles, Updating, Weak desirability",

author = "\{de Cooman\}, Gert and Erik Quaeghebeur",

year = "2009",

language = "English",

pages = "159--168",

editor = "Thomas Augustin and Coolen, \{Frank P. A.\} and Serafin Moral and Troffaes, \{Matthias C. M.\}",

booktitle = "Proceedings of the Sixth International Symposium on Imprecise Probability: Theories and Applications",

note = "6th International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2009 ; Conference date: 14-07-2009 Through 18-07-2009",

}

de Cooman, G & Quaeghebeur, E 2009, Exchangeability for sets of desirable gambles. in T Augustin, FPA Coolen, S Moral & MCM Troffaes (reds.), Proceedings of the Sixth International Symposium on Imprecise Probability: Theories and Applications. blz. 159-168, 6th International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2009, Durham, Verenigd Koninkrijk, 14/07/09. <https://biblio.ugent.be/publication/718913>

Exchangeability for sets of desirable gambles. / de Cooman, Gert; Quaeghebeur, Erik.
Proceedings of the Sixth International Symposium on Imprecise Probability: Theories and Applications. reds. / Thomas Augustin; Frank P. A. Coolen; Serafin Moral; Matthias C. M. Troffaes. 2009. blz. 159-168.

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

TY - GEN

T1 - Exchangeability for sets of desirable gambles

AU - de Cooman, Gert

AU - Quaeghebeur, Erik

PY - 2009

Y1 - 2009

N2 - Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We study exchangeability assessments for such models, and prove a counterpart of de Finetti's finite representation theorem. We show that this representation theorem has a very nice geometrical interpretation. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability.

AB - Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We study exchangeability assessments for such models, and prove a counterpart of de Finetti's finite representation theorem. We show that this representation theorem has a very nice geometrical interpretation. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability.

KW - Coherence

KW - Desirability

KW - Exchangeability

KW - Natural extension

KW - Real desirability

KW - Representation

KW - Sets of desirable gambles

KW - Updating

KW - Weak desirability

UR - https://www.scopus.com/pages/publications/80052413668

M3 - Conference contribution

AN - SCOPUS:80052413668

SP - 159

EP - 168

BT - Proceedings of the Sixth International Symposium on Imprecise Probability: Theories and Applications

A2 - Augustin, Thomas

A2 - Coolen, Frank P. A.

A2 - Moral, Serafin

A2 - Troffaes, Matthias C. M.

T2 - 6th International Symposium on Imprecise Probability: Theories and Applications, ISIPTA 2009

Y2 - 14 July 2009 through 18 July 2009

ER -

Exchangeability for sets of desirable gambles

Samenvatting

Congres

Toegang tot document

Andere bestanden en links

Vingerafdruk

Citeer dit