STATISTICS SEMINAR: Gamma-Minimax Inference Without Tears

Event Details
  • Date/Time:
    • Thursday September 2, 2004
      12:00 pm - 12:00 am
  • Location: 228 ISyE Main Building
  • Phone:
  • URL:
  • Email:
  • Fee(s):
    N/A
  • Extras:
Contact
Barbara Christopher
Industrial and Systems Engineering
Contact Barbara Christopher
404.385.3102
Summaries

Summary Sentence: STATISTICS SEMINAR: Gamma-Minimax Inference Without Tears

Full Summary: STATISTICS SEMINAR: Gamma-Minimax Inference Without Tears

In the early 1950's Herbert Robbins (1915-2001)
introduced the
Gamma-Minimax or Bayes-Minimax Paradigm,
as a compromise between Minimax and Bayes
Paradigms. Gamma-Minimax actions rely on
Min-Max type theorems and are often hard or
impossible to find.

In this talk we overview linear approximations
to Gamma-minimax actions and demonstrate
that in many decision theoretic problems
linear approximations are not substantially affecting
the risk of the decision maker.

The talk is a mixture of educational and research overviews,
and does not assume prior exposure to minimaxity and
Gamma-minimaxity.

Additional Information

In Campus Calendar
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Groups

School of Industrial and Systems Engineering (ISYE)

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Seminar/Lecture/Colloquium
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Status
  • Created By: Barbara Christopher
  • Workflow Status: Published
  • Created On: Oct 8, 2010 - 7:39am
  • Last Updated: Oct 7, 2016 - 9:52pm