Posterior Integration of Independent Stochastic Estimates

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/13744 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/13744 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/13744 archive 351 disk0/00/01/07/51 2016-01-15 08:50:02 2021-08-27 17:23:53 2016-01-15 08:50:02 monograph show 2 Kryazhimskiy A.V. 1514 Posterior Integration of Independent Stochastic Estimates pub iis_mod iis_met prog_asa We develop a unified approach to posterior integration of prior stochastic estimates (probability distributions) provided by independent statistically inaccurate observation methods. Our departure point is the posterior event formed in the product of the probability spaces associated with the prior stochastic estimates. The Bayesian probability conditioned to the posterior event has identical projections onto the coordinate spaces; its common projection is defined to be the posterior integrated stochastic estimate. We view integration as a binary operation on the set of all probabilities on a given finite set of elementary events and analyze its algebraic properties. We show how integration changes the information quality of the integrated probabilities and study integral convergence properties of infinite sequences of probabilities. 2013-07 published IR-13-006 IR-13-006 1393 public interim_report IIASA, Laxenburg, Austria 32 FALSE info:eu-repo/semantics/book