@inproceedings{GdC-2007-ISIPTA,
author = {De Cooman, Gert and Miranda, Enrique and Quaeghebeur, Erik},
editor = {De Cooman, Gert and Vejnarová, Jiřina and Zaffalon, Marco},
title = {Immediate prediction under exchangeability and representation insensitivity},
booktitle = {Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications},
year = {2007},
venue = {Prague, Czech Republic},
eventdate = {2007-07-16/2007-07-19},
eventtitle = {ISIPTA '07: Fifth International Symposium on Imprecise Probability: Theories and Applications},
organization = {SIPTA},
isbn = {978-80-86742-20-5},
pages = {107--116},
url = {http://hdl.handle.net/1854/LU-371965},
abstract = {
We consider immediate predictive inference, where a subject, using a number of observations of a finite number of exchangeable random variables, is asked to coherently model his beliefs about the next observation, in terms of a predictive lower prevision.
We study when such predictive lower previsions are representation insensitive, meaning that they are essentially independent of the choice of the (finite) set of possible values for the random variables.
Such representation insensitive predictive models have very interesting properties, and among such models, the ones produced by the Imprecise Dirichlet-Multinomial Model are quite special in a number of ways.
},
keywords = {immediate prediction, imprecise Dirichlet-Multinomial model, predictive inference, lower prevision, coherence, exchangeability, representation insensitivity, representation invariance, Johnson's sufficientness postulate},
}