BAYESIAN DECISION WITH REJECTION.

L. Györfi, Z. Gyorfi, I. Vajda

Research output: Contribution to journalArticle

11 Citations (Scopus)

Abstract

For a given observation a decision may have smaller error probability than the Bayesian one, allowing rejection, i. e. not deciding for certain values observed. In this paper Bayesian decision with rejection and its optimal choice is presented for fixed probability of rejection. Stochastic approximation procedures of Robbins-Monro type are shown to approximate this optimum in the case of known and estimated a posteriori probabilities.

Original languageEnglish
Pages (from-to)445-452
Number of pages8
JournalProblems of control and information theory
Volume8
Issue number5-6
Publication statusPublished - 1979

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Error probability

ASJC Scopus subject areas

  • Engineering(all)

Cite this

BAYESIAN DECISION WITH REJECTION. / Györfi, L.; Gyorfi, Z.; Vajda, I.

In: Problems of control and information theory, Vol. 8, No. 5-6, 1979, p. 445-452.

Research output: Contribution to journalArticle

Györfi, L, Gyorfi, Z & Vajda, I 1979, 'BAYESIAN DECISION WITH REJECTION.', Problems of control and information theory, vol. 8, no. 5-6, pp. 445-452.
Györfi, L. ; Gyorfi, Z. ; Vajda, I. / BAYESIAN DECISION WITH REJECTION. In: Problems of control and information theory. 1979 ; Vol. 8, No. 5-6. pp. 445-452.
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