Hierarchical Maximum Likelihood Parameter Estimation for Cumulative Prospect Theory: Improving the Reliability of Individual Risk Parameter Estimates.
Ryan O. MurphyRobert H. W. ten BrinckePublished in: Manag. Sci. (2018)
Keyphrases
- maximum likelihood
- parameter estimation
- parameter estimates
- cumulative prospect theory
- decision analysis
- em algorithm
- decision making
- likelihood function
- parameter estimation algorithm
- expectation maximization
- multi attribute
- posterior distribution
- utility theory
- emergency response
- influence diagrams
- multi criteria
- least squares
- maximum a posteriori
- data mining
- gaussian distribution
- risk management
- decision theory
- risk analysis
- prior information
- experimental data
- graph cuts
- image sequences
- three dimensional
- machine learning