Updating Probabilities
نویسندگان
چکیده
منابع مشابه
Updating Probabilities
The Method of Maximum (relative) Entropy (ME) has been designed for updating from a prior distribution to a posterior distribution when the information being processed is in the form of a constraint on the family of allowed posteriors. This is in contrast with the usual MaxEnt which was designed as a method to assign, and not to update, probabilities. The objective of this paper is to strengthe...
متن کاملUpdating Probabilities
As examples such as the Monty Hall puzzle show, applying conditioning to update a proba bility distribution on a "naive space", which does not take into account the protocol used, can often lead to counterintuitive results. Here we exam ine why. A criterion known as CAR ("coarsening at random") in the statistical literature character izes when "naive" conditioning in a naive space works. We ...
متن کاملUpdating Sets of Probabilities
There are several well-known justifications for conditioning as the appropriate method for updating a single probability measure, given an observation. However, there is a significant body of work arguing for sets of probability measures, rather than single mea sures, as a more realistic model of uncer tainty. Conditioning still makes sense in this context-we can simply condition each mea su...
متن کاملUpdating Probabilities: An Econometric Example∗
We demonstrate how information in the form of observable data and moment constraints are introduced into the method of Maximum relative Entropy (ME). A general example of updating with data and moments is shown. A specific econometric example is solved in detail which can then be used as a template for real world problems. A numerical example is compared to a large deviation solution which illu...
متن کاملUpdating Probabilities: A Complex Agent Based Example
It has been shown that one can accommodate data (Bayes) and constraints (MaxEnt) in one method, the method of Maximum (relative) Entropy (ME) (Giffin 2007). In this paper we show a complex agent based example of inference with two different forms of information; moments and data. In this example, several agents each receive partial information about a system in the form of data. In addition, ea...
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ژورنال
عنوان ژورنال: Journal of Artificial Intelligence Research
سال: 2003
ISSN: 1076-9757
DOI: 10.1613/jair.1164