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Conditional probability spaces and closures of exponential families

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    0356511 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
    Matúš, František
    Conditional probability spaces and closures of exponential families.
    Proceedings of WUPES 2009. Prague: University of Economics, 2009 - (Kroupa, T.; Vejnarová, J.), s. 1-10. ISBN 978-80-245-1543-4.
    [8th Workshop on Uncertainty Processing. Liblice (CZ), 19.09.2009-23.09.2009]
    R&D Projects: GA AV ČR IAA100750603; GA ČR GA201/08/0539
    Institutional research plan: CEZ:AV0Z10750506
    Keywords : exponential family * conditional probability * closure
    Subject RIV: BA - General Mathematics
    http://library.utia.cas.cz/separaty/2011/MTR/matus-conditional probability spaces and closures of exponential families.pdf

    A set of conditional probabilities is introduced by conditioning in the probability measures from an exponential family. A closure of the set is found, using previous results on the closure of another exponential family in the variational distance. The conditioning in the exponential family of all positive probabilities on a finite space is discussed and related to the permutahedra.
    Permanent Link: http://hdl.handle.net/11104/0195014

     
     
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