Alternatives to Lavine's algorithm for calculation of posterior bounds given convex sets of distributions

Abstract

This paper presents alternatives to Lavine's algorithm, currently the most popular method for calculation of expectation bounds induced by sets of probability distributions. The White-Snow algorithm is rst analyzed and demonstrated to be superior to Lavine's algorithm in a variety of situations. The calculation of posterior bounds is then reduced to a… (More)

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.

Slides referencing similar topics