Displaying similar documents to “The posterior metric and the goodness of gibbsianness for transforms of Gibbs measures.”

Probabilistic properties of the continuous double auction

Martin Šmíd (2012)

Kybernetika

Similarity:

In this paper we formulate a general model of the continuous double auction. We (recursively) describe the distribution of the model. As a useful by-product, we give a (recursive) analytic description of the distribution of the process of the best quotes (bid and ask).

Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities

Imre Csiszár, František Matúš (2012)

Kybernetika

Similarity:

Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. The effective domain of the value function is described by a conic core, a modification of the earlier concept of convex core....

Shaking compact sets.

Campi, Stefano, Colesanti, Andrea, Gronchi, Paolo (2001)

Beiträge zur Algebra und Geometrie

Similarity:

φ PHI-divergences, sufficiency, Bayes sufficiency, and deficiency

Friedrich Liese (2012)

Kybernetika

Similarity:

The paper studies the relations between φ -divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of φ -divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form. The simplification is achieved by a new integral representation of convex functions in terms...

Standard and nonstandard representability of positive uncertainty orderings

Andrea Capotorti, Giulianella Coletti, Barbara Vantaggi (2014)

Kybernetika

Similarity:

Axioms are given for positive comparative probabilities and plausibilities defined either on Boolean algebras or on arbitrary sets of events. These axioms allow to characterize binary relations representable by either standard or nonstandard measures (i. e. taking values either on the real field or on a hyperreal field). We also study relations between conditional events induced by preferences on conditional acts.