A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability

Matthias C. M. Troffaes; Tathagata Basu

A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability

Matthias C. M. Troffaes, Tathagata Basu

Civil And Environmental Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution book

4 Citations (Scopus)

26 Downloads (Pure)

Abstract

In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies only on exchangeability and boundedness.

Original language	English
Title of host publication	Proceedings of Machine Learning Research
Subtitle of host publication	Volume 103: International Symposium on Imprecise Probabilities: Theories and Applications, 3-6 July 2019, Thagaste, Ghent, Belgium
Pages	386-393
Number of pages	8
Publication status	Published - 6 Jul 2019
Event	International Symposium on Imprecise Probabilities ISIPA 2019: Theories and Applications - Ghent, Belgium Duration: 3 Jul 2019 → 6 Jul 2019

Conference

Conference	International Symposium on Imprecise Probabilities ISIPA 2019
Abbreviated title	ISIPA 2019
Country/Territory	Belgium
City	Ghent
Period	3/07/19 → 6/07/19

Keywords

exchangeability
non-parametric p-boxes
Cantelli-Type inequality

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Troffaes-Basu-ISIPA2019-A-cantelli-type-inequality-constructing-non-parametric-p-boxes-based-exchangeabilityFinal published version, 187 KB

https://proceedings.mlr.press/v103/troffaes19a.html

Cite this

Troffaes, M. C. M., & Basu, T. (2019). A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability. In Proceedings of Machine Learning Research: Volume 103: International Symposium on Imprecise Probabilities: Theories and Applications, 3-6 July 2019, Thagaste, Ghent, Belgium (pp. 386-393) https://proceedings.mlr.press/v103/troffaes19a.html

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title = "A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability",

abstract = "In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies only on exchangeability and boundedness.",

keywords = "exchangeability, non-parametric p-boxes, Cantelli-Type inequality",

author = "Troffaes, {Matthias C. M.} and Tathagata Basu",

note = "Troffaes, M. & Basu, T.. (2019). A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability. Proceedings of the Eleventh International Symposium on Imprecise Probabilities: Theories and Applications, in Proceedings of Machine Learning Research 103:386-393 Available from https://proceedings.mlr.press/v103/troffaes19a.html. ; International Symposium on Imprecise Probabilities ISIPA 2019 : Theories and Applications, ISIPA 2019 ; Conference date: 03-07-2019 Through 06-07-2019",

year = "2019",

month = jul,

day = "6",

language = "English",

pages = "386--393",

booktitle = "Proceedings of Machine Learning Research",

}

Troffaes, MCM & Basu, T 2019, A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability. in Proceedings of Machine Learning Research: Volume 103: International Symposium on Imprecise Probabilities: Theories and Applications, 3-6 July 2019, Thagaste, Ghent, Belgium. pp. 386-393, International Symposium on Imprecise Probabilities ISIPA 2019, Ghent, Belgium, 3/07/19. <https://proceedings.mlr.press/v103/troffaes19a.html>

A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability. / Troffaes, Matthias C. M.; Basu, Tathagata.
Proceedings of Machine Learning Research: Volume 103: International Symposium on Imprecise Probabilities: Theories and Applications, 3-6 July 2019, Thagaste, Ghent, Belgium. 2019. p. 386-393.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution book

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AB - In this paper we prove a new probability inequality that can be used to construct p-boxes in a non-parametric fashion, using the sample mean and sample standard deviation instead of the true mean and true standard deviation. The inequality relies only on exchangeability and boundedness.

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A Cantelli-type inequality for constructing non-parametric p-boxes based on exchangeability

Abstract

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Keywords

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