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On the Suboptimality of the Generalized Bayes Rule and Robust Bayesian Procedures from the Decision Theoretic Point of View --- a Cautionary Note on Updating Imprecise Priors.
Thomas Augustin
Published in:
ISIPTA (2003)
Keyphrases
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decision theoretic
bayes rule
decision theory
fuzzy information
relative entropy
support vector
expected utility
loss function
bayesian methods
bayesian networks
model selection
generative model