Related papers: Consistent Beliefs without Common Prior

We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for…

Douglass B. Morris announced in 1970 that it is consistent with ZF that "For every $\alpha$, there exists a set $A_\alpha$ which is the countable union of countable sets, and $\mathcal P(A_\alpha)$ can be partitioned into $\aleph_\alpha$…

The use of standard statistical methods, such as maximum likelihood, is often justified based on their asymptotic properties. For suitably regular models, this theory is standard but, when the model is non-regular, e.g., the support depends…

The inferential model (IM) framework provides valid prior-free probabilistic inference by focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can be challenging when the auxiliary variable is of higher…

Inspired by the theory of desirable gambles that is used to model uncertainty in the field of imprecise probabilities, I present a theory of desirable things. Its aim is to model a subject's beliefs about which things are desirable. What…

Defining and modeling the relation of inclusion between continuous belief function may be considered as an important operation in order to study their behaviors. Within this paper we will propose and present two forms of inclusion: The…

The problem of sequential probability forecasting is considered in the most general setting: a model set C is given, and it is required to predict as well as possible if any of the measures (environments) in C is chosen to generate the…

Gallice and Monz\'on (2019) present a natural environment that sustains full co-operation in one-shot social dilemmas among a finite number of self-interested agents. They demonstrate that in a sequential public goods game, where agents…

This note introduces the concept of a partially specified prior distribution for certain post hoc inference problems, where a finite population is sampled once in order to make a decision on the presence or complete absence of some…

In this paper we show that there is a link between approximate Bayesian methods and prior robustness. We show that what is typically recognized as an approximation to the likelihood, either due to the simulated data as in the Approximate…

The majority of the statisticians concluded many decades ago that fiducial inference was nonsensical to them. Hannig et al. (2016) and others have, however, contributed to a renewed interest and focus. Fiducial inference is similar to…

We suggest that one individual holds multiple degrees of belief about an outcome, given the evidence. We then investigate the implications of such noisy probabilities for a buyer and a seller of binary options and find the odds agreed upon…

This paper examines the relationship between Shafer's belief functions and convex sets of probability distributions. Kyburg's (1986) result showed that belief function models form a subset of the class of closed convex probability…

Incomplete cooperative games generalise the classical model of cooperative games by omitting the values of some of the coalitions. This allows to incorporate uncertainty into the model and study the underlying games as well as possible…

Motivated by parametric models for which the likelihood is analytically unavailable, numerically unstable, or prohibitively expensive to compute or optimize, we develop a prior- and likelihood-free framework for fully probabilistic…

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

We characterize three interrelated concepts in epistemic game theory: permissibility, proper rationalizability, and iterated admissibility. We define the lexicographic epistemic model for a game with incomplete information. Based on it, we…

A matching prior at level $1-\alpha$ is a prior such that an associated $1-\alpha$ credible set is also a $1-\alpha$ confidence set. We study the existence of matching priors for general families of credible regions. Our main result gives…

The classical, complete-information two-player games assume that the problem data (in particular the payoff matrix) is known exactly by both players. In a now famous result, Nash has shown that any such game has an equilibrium in mixed…

For over 25 years, common belief has been widely viewed as necessary for joint behavior. But this is not quite correct. We show by example that what can naturally be thought of as joint behavior can occur without common belief. We then…