Radically Elementary Probability Theory

By Frederik S. Herzberg. 2013

66 citations recorded by the source corpus.

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Information, Divergence and Risk for Binary Experiments (2009, methodology): “Second, we exploit a result that shows that proper scoring rules — a natural class of losses for probability estimation — have a Choquet representation; i.e. they are expressible as weighted integrals of a family of “primitive” losses, namely the cost-weighted misclassification losses.”
Non-Archimedean Probability (2011, methodology): “An example of this approach was developed by Nelson: in [20], he presented his “Radically elementary probability theory” based on non-Archimedean, hyperfinite sets as the domain and range of the probability function.”