3 papers
stat.ML2026
Value of Information under Imprecise Probabilities: Decision-Rule-Specific Values and Fixed-Measure Envelopes on a Credal Set
Rowan Iskandar
Value-of-information (VOI) analysis is usually conducted under a single probability measure. However, in practice, the available evidence often pins the measure down only to a set.…
stat.ME2026
Imprecise Transition Matrices for Markov Cohort Models: Lower and Upper Expectations with a Practical Health Economic Application
Rowan Iskandar
In applied health research, Markov cohort models are built on a precisely specified transition probability matrix. However, in many applications, the available evidence -- transiti…
stat.ME2026
Probability Bound Analysis for Dependence Uncertainty in Risk and Decision Models
Rowan Iskandar
Risk and decision models often combine sparse marginal information, precisely specified probability distributions, and dependence assumptions that are only partly justified. Probab…