A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability

Matthias C. M. Troffaes, Tathagata Basu. A Cantelli-Type Inequality for Constructing Non-Parametric P-Boxes Based on Exchangeability. In Jasper De Bock, Cassio Polpo de Campos, Gert de Cooman, Erik Quaeghebeur, Gregory R. Wheeler, editors, International Symposium on Imprecise Probabilities: Theories and Applications, ISIPTA 2019, 3-6 July 2019, Thagaste, Ghent, Belgium. Volume 103 of Proceedings of Machine Learning Research, pages 386-393, PMLR, 2019. [doi]

Abstract

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