Asymptotically minimax regret for models with hidden variables.
Jun'ichi TakeuchiAndrew R. BarronPublished in: ISIT (2014)
Keyphrases
- minimax regret
- models with hidden variables
- hidden variables
- graphical models
- preference elicitation
- utility function
- decision problems
- stochastic programming
- misclassification costs
- latent variables
- probabilistic model
- sample size
- cost sensitive
- generative model
- multistage
- bayesian inference
- multi attribute
- multi criteria
- em algorithm
- bayesian networks
- linear program
- reward function
- optimization criterion
- expectation maximization