### Immediate prediction under exchangeability and representation insensitivity

(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:
http://hdl.handle.net/1854/LU-371965

- author
- Gert De Cooman UGent, Enrique Miranda and Erik Quaeghebeur UGent
- organization
- year
- 2007
- 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.