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Please use this identifier to cite or link to this item: http://hdl.handle.net/2262/63770

Title: Nonparametric Predictive Utility Inference
Author: HOULDING, BRETT
Sponsor: 
Name Grant Number
08/IN.1/I1879

Author's Homepage: http://people.tcd.ie/houldinb
Keywords: Mathematics
Statistics
Decision Analysis
Nonparametrics
Predictive Inference
Exchangeability
Issue Date: 2012
Publisher: Elsevier
Citation: B. Houlding, F.P.A. Coolen, Nonparametric Predictive Utility Inference, European Journal of Operational Research, 2012
Series/Report no.: European Journal of Operational Research;
Abstract: We consider the natural combination of two strands of recent statistical research, i.e., that of decision making with uncertain utility and that of Nonparametric Predictive Inference (NPI). In doing so we present the idea of Nonparametric Predictive Utility Inference (NPUI), which is suggested as a possible strategy for the problem of utility induction in cases of extremely vague prior information. An example of the use of NPUI within a motivating sequential decision problem is also considered for two extreme selection criteria, i.e., a rule that is based on an attitude of extreme pessimism and a rule that is based on an attitude of extreme optimism.
Description: IN_PRESS
URI: http://hdl.handle.net/2262/63770
Related links: http://dx.doi.org/10.1016/j.ejor.2012.03.024
Appears in Collections:Statistics (Scholarly Publications)

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