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math.ST2021
Extended probabilities and their application to statistical inference
Michele Caprio, Sayan Mukherjee
We propose a new, more general definition of extended probability measures. We study their properties and provide a behavioral interpretation. We put them to use in an inference pr…
math.ST2021★ 2 cited
Dynamic Precise and Imprecise Probability Kinematics
Michele Caprio, Ruobin Gong
We introduce dynamic probability kinematics (DPK), a method for an agent to mechanically update subjective beliefs in the presence of partial information. We then generalize DPK to…