Journal ArticleDOI
Statistics, probability, and game theory : papers in honor of David Blackwell
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This article is published in Journal of the American Statistical Association.The article was published on 1999-12-01. It has received 48 citations till now. The article focuses on the topics: Game theory & Honor.read more
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Bayesian nonparametric mixed random utility models
TL;DR: A mixed multinomial logit model is proposed, with the mixing distribution assigned a general (nonparametric) stick-breaking prior, and a Markov chain Monte Carlo (MCMC) algorithm is presented to sample and estimate the posterior distribution of the model's parameters.
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Unawareness, priors and posteriors
TL;DR: In this paper, it is shown that if a projection-consistency axiom is satisfied unawareness does not affect the value of her estimate of a payoff-relevant conditional probability, although it may weaken confidence in such estimate.
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Optimal maintenance policies for a safety-critical system and its deteriorating sensor
TL;DR: This work forms the problem of adaptively scheduling full inspections and sensor replacements using a partially observable Markov decision process (POMDP) model and shows that the optimal policy has a threshold structure and demonstrates the value of coordinating system and sensor maintenance via numerical examples.
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Stochastically ordered multiple regression.
TL;DR: This article proposes a Bayesian nonparametric approach to this problem based on characterizing the conditional response density as a Gaussian mixture, with the locations of the Gaussian means varying flexibly with predictors subject to minimal constraints to ensure stochastic ordering.
Journal Article
Colouring and breaking sticks: random distributions and heterogeneous clustering
TL;DR: This article introduced a class of simple mixture models in which clusters are of different 'colours', with statistical characteristics that are constant within colours, but different between colours, thus cluster identities are exchangeable only within colours.