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Laboratoire de Mathématiques Appliquées de Compiègne (LMAC)
Localisation :
Equipe d'accueil 2222
Université de Technologie de Compiègne
Département Génie Informatique
Centre de Recherches de Royallieu

Adresse postale : UTC
Rue du Dr Schweitzer
CS 60319

Tél. 03 44 23 46 43
Fax. 03 44 23 44 77



Les séminaires ont lieu le mardi de 14 h 00 à 15 h 00 en salle 042 (Bat GI)

  • Mardi 24 novembre 2015 : Thierry DENOEUX, UTC-HDS. “Prediction of future observations using belief functions”

Abstract: In this talk, I present a new approach to statistical prediction in framework of Dempster-Shafer theory of belief functions. Given a parametric model, the random variable to be predicted is expressed as a function of the parameter and a pivotal random variable. A consonant belief function in the parameter space is constructed from the likelihood function, and combined with the pivotal distribution to yield a predictive belief function, which quantifies the uncertainty about the future data. The method boils down to Bayesian prediction when a probabilistic prior is available, and also has some frequentist properties. The asymptotic consistency of the method is established in the iid case, under some assumptions. The predictive belief function can be approximated to any desired accuracy using Monte Carlo simulation and nonlinear optimization. The method is illustrated using several examples.


accueil.txt · Dernière modification: 2015/11/19 17:11
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