Infinite exchangeability for sets of desirable gambles
- Author
- Gert de Cooman (UGent) and Erik Quaeghebeur (UGent)
- Organization
- Abstract
- Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We study infinite exchangeability assessments for them, and give a counterpart of de Finetti's infinite representation theorem. We show how the infinite representation in terms of frequency vectors is tied up with multivariate Bernstein (basis) polynomials. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability.
- Keywords
- sets of desirable gambles, weak desirability, natural extension, coherence, desirability, exchangeability, representation, updating
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-984155
- MLA
- de Cooman, Gert, and Erik Quaeghebeur. “Infinite Exchangeability for Sets of Desirable Gambles.” Communications in Computer and Information Science, edited by Eyke Hüllermeier et al., vol. 80, Springer, 2010, pp. 60–69, doi:10.1007/978-3-642-14055-6_7.
- APA
- de Cooman, G., & Quaeghebeur, E. (2010). Infinite exchangeability for sets of desirable gambles. In E. Hüllermeier, R. Kruse, & F. Hoffmann (Eds.), Communications in Computer and Information Science (Vol. 80, pp. 60–69). https://doi.org/10.1007/978-3-642-14055-6_7
- Chicago author-date
- Cooman, Gert de, and Erik Quaeghebeur. 2010. “Infinite Exchangeability for Sets of Desirable Gambles.” In Communications in Computer and Information Science, edited by Eyke Hüllermeier, Rudolf Kruse, and Frank Hoffmann, 80:60–69. Berlin, Germany: Springer. https://doi.org/10.1007/978-3-642-14055-6_7.
- Chicago author-date (all authors)
- de Cooman, Gert, and Erik Quaeghebeur. 2010. “Infinite Exchangeability for Sets of Desirable Gambles.” In Communications in Computer and Information Science, ed by. Eyke Hüllermeier, Rudolf Kruse, and Frank Hoffmann, 80:60–69. Berlin, Germany: Springer. doi:10.1007/978-3-642-14055-6_7.
- Vancouver
- 1.de Cooman G, Quaeghebeur E. Infinite exchangeability for sets of desirable gambles. In: Hüllermeier E, Kruse R, Hoffmann F, editors. Communications in Computer and Information Science. Berlin, Germany: Springer; 2010. p. 60–9.
- IEEE
- [1]G. de Cooman and E. Quaeghebeur, “Infinite exchangeability for sets of desirable gambles,” in Communications in Computer and Information Science, Dortmund, Germany, 2010, vol. 80, pp. 60–69.
@inproceedings{984155,
abstract = {{Sets of desirable gambles constitute a quite general type of uncertainty model with an interesting geometrical interpretation. We study infinite exchangeability assessments for them, and give a counterpart of de Finetti's infinite representation theorem. We show how the infinite representation in terms of frequency vectors is tied up with multivariate Bernstein (basis) polynomials. We also lay bare the relationships between the representations of updated exchangeable models, and discuss conservative inference (natural extension) under exchangeability.}},
author = {{de Cooman, Gert and Quaeghebeur, Erik}},
booktitle = {{Communications in Computer and Information Science}},
editor = {{Hüllermeier, Eyke and Kruse, Rudolf and Hoffmann, Frank}},
isbn = {{9783642140549}},
issn = {{1865-0929}},
keywords = {{sets of desirable gambles,weak desirability,natural extension,coherence,desirability,exchangeability,representation,updating}},
language = {{eng}},
location = {{Dortmund, Germany}},
pages = {{60--69}},
publisher = {{Springer}},
title = {{Infinite exchangeability for sets of desirable gambles}},
url = {{http://doi.org/10.1007/978-3-642-14055-6_7}},
volume = {{80}},
year = {{2010}},
}
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