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Empirical interpretation of imprecise probabilities

Cattaneo, Marco


Marco Cattaneo


This paper investigates the possibility of a frequentist interpretation of imprecise probabilities, by generalizing the approach of Bernoulli’s Ars Conjectandi. That is, by studying, in the case of games of chance, under which assumptions imprecise probabilities can be satisfactorily estimated from data. In fact, estimability on the basis of finite amounts of data is a necessary condition for imprecise probabilities in order to have a clear empirical meaning. Unfortunately, imprecise probabilities can be estimated arbitrarily well from data only in very limited settings.


Cattaneo, M. (2017). Empirical interpretation of imprecise probabilities. Proceedings of Machine Learning Research, 62, 61-72

Journal Article Type Article
Acceptance Date Apr 14, 2017
Publication Date 2017-07
Deposit Date Jul 7, 2017
Publicly Available Date Jul 31, 2017
Journal Proceedings of machine learning research
Print ISSN 2640-3498
Electronic ISSN 1938-7228
Peer Reviewed Peer Reviewed
Volume 62
Pages 61-72
Keywords Imprecise probabilities, Frequentist interpretation, Empirical meaning, Bag of marbles, Strong estimability, Consistent estimators, Empirical recognizability
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Additional Information This is a copy of a paper published in Proceedings of machine learning research, 2017, v.62.


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