Belief Function Robustness in Estimation [chapter]

Alessio Benavoli
2012 Advances in Intelligent and Soft Computing  
We consider the case in which the available knowledge does not allow to specify a precise probabilistic model for the prior and/or likelihood in statistical estimation. We assume that this imprecision can be represented by belief functions. Thus, we exploit the mathematical structure of belief functions and their equivalent representation in terms of closed convex sets of probability measures to derive robust posterior inferences.
doi:10.1007/978-3-642-29461-7_44 dblp:conf/belief/Benavoli12 fatcat:vrhjsz3a6nfpleht5eerpa6vpa