Joint sensitivity in bayesian decision theory

被引：0
|
作者：
Jacinto Martín
David Ríos Insua
Fabrizio Ruggeri
机构：
[1] Universidad de Extremadura,Departmento de Matemáticas
[2] Universidad Rey Juan Carlos,Statistics and Decision Sciences Group
[3] CNR-IMATI,undefined
来源：
Test | 2003年 / 12卷
关键词：
Statistical decision theory; decision analysis; sensitivity analysis; class of utilities; class of priors; frèchet derivative; dominance; 62F15; 62C10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Research in Bayesian robustnes has mainly concentrated on sensitivity to the prior, although it is well-known that joint changes in both the prior and the utility (and likelihood, as well) may be very influential. We provide some tools to detect changes in the ranking of decisions under perturbations of the prior and the utility, as well as relevant changes in expected utility. The methods allow us to detect also the most critical judgements in determining choices and they may guide additional modeling efforts.
引用
收藏
页码：173 / 194
页数：21
相关论文
共 50 条
  • [1] Joint sensitivity in Bayesian decision theory
    Martín, J
    Insua, DR
    Ruggeri, F
    [J]. TEST, 2003, 12 (01) : 173 - 194
  • [2] Local sensitivity analysis in Bayesian Decision Theory
    Martin, J
    Insua, DR
    [J]. BAYESIAN ROBUSTNESS, 1996, 29 : 119 - 135
  • [3] Bayesian decision theory and navigation
    Timothy P. McNamara
    Xiaoli Chen
    [J]. Psychonomic Bulletin & Review, 2022, 29 : 721 - 752
  • [4] A Unified Bayesian Decision Theory
    Richard Bradley
    [J]. Theory and Decision, 2007, 63 : 233 - 263
  • [5] Bayesian decision theory and navigation
    McNamara, Timothy P.
    Chen, Xiaoli
    [J]. PSYCHONOMIC BULLETIN & REVIEW, 2022, 29 (03) : 721 - 752
  • [6] An Outline of the Bayesian Decision Theory
    van Erp, H. R. N.
    Linger, R. O.
    van Gelder, P. H. A. J. M.
    [J]. BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING, 2016, 1757
  • [7] A unified Bayesian decision theory
    Bradley, Richard
    [J]. THEORY AND DECISION, 2007, 63 (03) : 233 - 263
  • [8] Bayesian decision theory in sensorimotor control
    Kording, Konrad P.
    Wolpert, Daniel M.
    [J]. TRENDS IN COGNITIVE SCIENCES, 2006, 10 (07) : 319 - 326
  • [9] Bayesian Decision Theory and Stochastic Independence
    Mongin, Philippe
    [J]. PHILOSOPHY OF SCIENCE, 2020, 87 (01) : 152 - 178
  • [10] A minimal extension of Bayesian decision theory
    Ken Binmore
    [J]. Theory and Decision, 2016, 80 : 341 - 362
12345