Approximations of Bayes decision problems: the epigraphical approach

Published

Journal Article

Solving Bayesian decision problems usually requires approximation procedures, all leading to study the convergence of the approximating infima. This aspect is analysed in the context of epigraphical convergence of integral functionals, as minimal context for convergence of infima. The results, applied to the Monte Carlo importance sampling, give a necessary and sufficient condition for convergence of the approximations of Bayes decision problems and sufficient conditions for a large class of Bayesian statistical decision problems. © 1995 J.C. Baltzer AG, Science Publishers.

Full Text

Duke Authors

Cited Authors

  • Berger, JO; Salinetti, G

Published Date

  • December 1, 1995

Published In

Volume / Issue

  • 56 / 1

Start / End Page

  • 1 - 13

Electronic International Standard Serial Number (EISSN)

  • 1572-9338

International Standard Serial Number (ISSN)

  • 0254-5330

Digital Object Identifier (DOI)

  • 10.1007/BF02031697

Citation Source

  • Scopus