56 citations · 364 across the 23 of their papers we have counts for
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stat.CO2022★ 19 cited
Iterative importance sampling with Markov chain Monte Carlo sampling in robust Bayesian analysis
Ivette Raices Cruz, Johan Lindström, Matthias C. M. Troffaes +1
Bayesian inference under a set of priors, called robust Bayesian analysis, allows for estimation of parameters within a model and quantification of epistemic uncertainty in quantit…
stat.CO2018★ 30 cited
Imprecise Monte Carlo simulation and iterative importance sampling for the estimation of lower previsions
Matthias C. M. Troffaes
We develop a theoretical framework for studying numerical estimation of lower previsions, generally applicable to two-level Monte Carlo methods, importance sampling methods, and a…
stat.CO2012★ 7 cited
Finite approximations to coherent choice
Matthias C. M. Troffaes
This paper studies and bounds the effects of approximating loss functions and credal sets on choice functions, under very weak assumptions. In particular, the credal set is assumed…