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Immediate prediction under exchangeability and representation insensitivity

Gert De Cooman UGent, Enrique Miranda and Erik Quaeghebeur UGent (2007) ISIPTA '07 : proceedings of the fifth international symposium on imprecise probability: theories and applications. p.107-116
abstract
We consider immediate predictive inference, where a subject, using a number of observations of a finite number of exchangeable random variables, is asked to coherently model his beliefs about the next observation, in terms of a predictive lower prevision. We study when such predictive lower previsions are representation insensitive, meaning that they are essentially independent of the choice of the (finite) set of possible values for the random variables. Such representation insensitive predictive models have very interesting properties, and among such models, the ones produced by the Imprecise Dirichlet-Multinomial Model are quite special in a number of ways.
Please use this url to cite or link to this publication:
author
organization
year
type
conference
publication status
published
subject
keyword
predictive inference, imprecise Dirichlet-Multinomial model, lower prevision, coherence, representation insensitivity, exchangeability, immediate prediction, representation invariance, Johnson's sufficientness postulate.
in
ISIPTA '07 : proceedings of the fifth international symposium on imprecise probability: theories and applications
editor
Gert De Cooman UGent, Jiřina Vejnarová and Marco Zaffalon
pages
107 - 116
publisher
Society for Imprecise Probability: Theories and Applications (SIPTA)
place of publication
Manno, Switzerland
conference name
5th International symposium on Imprecise Probability: Theories and Applications (ISIPTA '07)
conference location
Prague, Czech Republic
conference start
2007-07-16
conference end
2007-07-19
Web of Science type
Proceedings Paper
Web of Science id
000265049000012
ISBN
9788086742205
language
English
UGent publication?
yes
classification
P1
copyright statement
I have retained and own the full copyright for this publication
id
371965
handle
http://hdl.handle.net/1854/LU-371965
alternative location
http://www.sipta.org/isipta07/proceedings/005.html
date created
2007-06-29 10:40:00
date last changed
2012-02-15 13:39:08
@inproceedings{371965,
  abstract     = {We consider immediate predictive inference, where a subject, using a number of observations of a finite number of exchangeable random variables, is asked to coherently model his beliefs about the next observation, in terms of a predictive lower prevision. We study when such predictive lower previsions are representation insensitive, meaning that they are essentially independent of the choice of the (finite) set of possible values for the random variables. Such representation insensitive predictive models have very interesting properties, and among such models, the ones produced by the Imprecise Dirichlet-Multinomial Model are quite special in a number of ways.},
  author       = {De Cooman, Gert and Miranda, Enrique and Quaeghebeur, Erik},
  booktitle    = {ISIPTA '07 : proceedings of the fifth international symposium on imprecise probability: theories and applications},
  editor       = {De Cooman, Gert and Vejnarov{\'a}, Ji\v{r}ina and Zaffalon, Marco},
  isbn         = {9788086742205},
  keyword      = {predictive inference,imprecise Dirichlet-Multinomial model,lower prevision,coherence,representation insensitivity,exchangeability,immediate prediction,representation invariance,Johnson's sufficientness postulate.},
  language     = {eng},
  location     = {Prague, Czech Republic},
  pages        = {107--116},
  publisher    = {Society for Imprecise Probability: Theories and Applications (SIPTA)},
  title        = {Immediate prediction under exchangeability and representation insensitivity},
  url          = {http://www.sipta.org/isipta07/proceedings/005.html},
  year         = {2007},
}

Chicago
De Cooman, Gert, Enrique Miranda, and Erik Quaeghebeur. 2007. “Immediate Prediction Under Exchangeability and Representation Insensitivity.” In ISIPTA  ’07 : Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications, ed. Gert De Cooman, Jiřina Vejnarová, and Marco Zaffalon, 107–116. Manno, Switzerland: Society for Imprecise Probability: Theories and Applications (SIPTA).
APA
De Cooman, Gert, Miranda, E., & Quaeghebeur, E. (2007). Immediate prediction under exchangeability and representation insensitivity. In Gert De Cooman, J. Vejnarová, & M. Zaffalon (Eds.), ISIPTA  ’07 : proceedings of the fifth international symposium on imprecise probability: theories and applications (pp. 107–116). Presented at the 5th International symposium on Imprecise Probability: Theories and Applications (ISIPTA  ’07), Manno, Switzerland: Society for Imprecise Probability: Theories and Applications (SIPTA).
Vancouver
1.
De Cooman G, Miranda E, Quaeghebeur E. Immediate prediction under exchangeability and representation insensitivity. In: De Cooman G, Vejnarová J, Zaffalon M, editors. ISIPTA  ’07 : proceedings of the fifth international symposium on imprecise probability: theories and applications. Manno, Switzerland: Society for Imprecise Probability: Theories and Applications (SIPTA); 2007. p. 107–16.
MLA
De Cooman, Gert, Enrique Miranda, and Erik Quaeghebeur. “Immediate Prediction Under Exchangeability and Representation Insensitivity.” ISIPTA  ’07 : Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications. Ed. Gert De Cooman, Jiřina Vejnarová, & Marco Zaffalon. Manno, Switzerland: Society for Imprecise Probability: Theories and Applications (SIPTA), 2007. 107–116. Print.