Title :
The posterior probabilities of linearly constrained priors and interval-bounded conditionals
Author_Institution :
P.O. Box 6134, Concord, NH, USA
fDate :
9/1/1996 12:00:00 AM
Abstract :
This paper presents an exact linear inequality description of the posterior probabilities that arise from priors which satisfy a system of linear inequalities and which are revised by conditionals whose components fall within constant intervals. The posterior set is convex. The estimation of posterior intervals and other posterior functions is discussed
Keywords :
constraint theory; linear systems; probability; set theory; state estimation; convex priors; convex set; interval-bounded conditionals; linear constraint systems; linear inequality; linearly constrained priors; posterior probability; state estimation; Bayesian methods; Decision making; Distributed computing; Humans; Independent component analysis; Probability distribution; Snow; State estimation; Utility theory; Vectors;
Journal_Title :
Systems, Man and Cybernetics, Part A: Systems and Humans, IEEE Transactions on
DOI :
10.1109/3468.531912