Foundations Of Statistics

By J. Schreiber. 2016

2,704 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3969731b77090aba72d71792ad5a4c0f6bf40b80

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Citations in the corpus

EXPECTED UNCERTAIN UTILITY THEORY (2014, background): “KEYWORDS: Ambiguity, Ellsberg, subjective probability.”
Approximate Models and Robust Decisions (2014, methodology): “2Savage (1954) refers to as the “small world” relevant to the”
Meta-learning of Sequential Strategies (2019, methodology): “This is the standard objective in Bayesian decision-theory in which the system has to choose in the face of (known) uncertainty [Savage, 1972].”
Risk, Uncertainty, and Heuristics (2014, unknown): “(Ibid, pp. 219–220; emphasis added) Notably, Knight's typology of probability in relation to risk and uncertainty predates formal decision theory known and studied post Savage (1954).”
Risk and Uncertainty Communication (2017, background): “Savage (1972) introduced the idea of an idealized small world with which a statistical model deals, but the real, big world is a far messier place, in which we do not have access to all the information necessary to carry out this normative rational behavior.”
Uncertainty Types and Transitions in the Entrepreneurial Process (2017, background): ““Rationality” assumes that options and outcomes are known, from which an optimal choice is made (Miller 2007; see also von Neumann and Morgenstern 1944; Savage 1954; Kahneman and Tversky 1979; Ariely 2009).”
Decision Theory with Resource-Bounded Agents (2013, background): “The standard approach to decision making, going back to Savage [21], suggests that an agent should maximize expected utility.”
Risk-Sensitive Reinforcement Learning (2013, background): “…economics, as in expected utility theory (Gollier, 2004), while the latter originates from behavioral economics, as in subjective probability (Savage, 1972), but is also derived from a rather recent development in mathematical ﬁnance, convex/coherent risk measures (Artzner et al., 1999;…”
Information Gaps: A Theory of Preferences Regarding the Presence and Absence of Information (2018, background): “The study of decision making under uncertainty grew out of expected utility theory (Anscombe & Aumann, 1963; Savage, 1954; von Neumann & Morgenstern, 1944).”
Ambiguity and Ambiguity Aversion (2014, background): “The modal preferences in the Ellsberg paradox constitute a violation of the Sure-Thing Principle, which is arguably the centerpiece of Leonard Savage’s axiomatization of SEU [23]; indeed, this was a main focus of Ellsberg’s seminal article.”
SELECTIVE ATTENTION AND LEARNING (2014, background): “…react differently to the same information, in contrast to more standard models which famously predict that agreement should be the norm (e.g., Savage 1954; Blackwell and Dubins 1962), at least given sufficiently rich data to learn from.17 To take an example, consider Malmendier and…”
Foundations of Stated Preference Elicitation: Consumer Behavior and Choice-based Conjoint Analysis (2019, background): “As developed by Ramsey and Savage (1954) and Arrow (1971), it is necessary only that markets or experiments offer a rich family of lotteries that differ only in the events on which they pay off, that consumers have complete, transitive, continuous preferences over contingent goods and services, and…”
A general framework for updating belief distributions (2013, methodology): “In this case, following the Savage axioms (Savage, 1954), the Bayesian update can be shown to be the rational way to proceed. However, f0.x/ may be unknown and, even if f.·; θ/ is correct, θ might be ultrahigh dimensional mainly made up of nuisance parameters relative to a low dimensional subset of ”
Random Choice as Behavioral Optimization (2014, methodology): “We interpret richness as a technical assumption analogous to small event continuity (P6) in Savage (1954).”
Which of These Things Are Not Like the Others? Comparing the Rational, Emotional, and Moral Aspects of Reputation, Status, Celebrity, and Stigma (2019, unknown): “Our use of the term rationality here is consistent with the general use of the term in organizational research as economic rationality based on subjective expected utility theory in economics (Savage, 1954).”
Functional Decision Theory: A New Theory of Instrumental Rationality (2017, methodology): “mmary of that table. She should then use each Ma→ to calculate a value V a representing her 5. Early formalizations of decision theory date back to Ramsey (1931), von Neumann and Morgenstern (1944), Savage (1954), and Jeﬀrey (1983). 6. By P(oj | x,a) we mean P(Outcome = oj | Obs = x,Act = a), where ”