Possibilistic inferential models enable reliable decision making by ensuring action quality assessments via Choquet integrals are not overly optimistic and are large-sample efficient.
S., Martin, R., and Ferson, S
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Choquet risk ranks valid possibilistic inferential models by linking their efficiency to expected performance of induced confidence sets under concentration penalties.
Regularized e-processes add knowledge-based imprecise-probabilistic regularization to e-processes, yielding anytime-valid inference with efficiency gains and possibility-theoretic uncertainty quantification that satisfies the likelihood principle and avoids sure loss.
A review of possibilistic inferential models that deliver strong frequentist reliability and conditional imprecise-probabilistic reasoning, plus a generalization connecting them to bootstrap and conformal prediction methods.
citing papers explorer
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Decision-making with possibilistic inferential models
Possibilistic inferential models enable reliable decision making by ensuring action quality assessments via Choquet integrals are not overly optimistic and are large-sample efficient.
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Efficiency of Valid Inferential Models: Choquet-risk Optimal Possibility Measures, and Direct Comparisons
Choquet risk ranks valid possibilistic inferential models by linking their efficiency to expected performance of induced confidence sets under concentration penalties.
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Regularized e-processes: anytime valid inference with knowledge-based efficiency gains
Regularized e-processes add knowledge-based imprecise-probabilistic regularization to e-processes, yielding anytime-valid inference with efficiency gains and possibility-theoretic uncertainty quantification that satisfies the likelihood principle and avoids sure loss.
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Possibilistic inferential models: a review
A review of possibilistic inferential models that deliver strong frequentist reliability and conditional imprecise-probabilistic reasoning, plus a generalization connecting them to bootstrap and conformal prediction methods.