Value of Information under Imprecise Probabilities: Decision-Rule-Specific Values and Fixed-Measure Envelopes on a Credal Set

arXiv:2607.06570 · stat.ML, cs.IT, cs.LG, math.PR · Submitted 2026-06-26 · Read on arXiv

Rowan Iskandar

stat.ML, cs.IT, cs.LG, math.PR

Submitted: 2026-06-26

Project page: https://chjackson.github.io/voi

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Generator — 62× in this paper · explained in 2 episodes
• Credal Set — 46× in this paper · explained in 2 episodes
• Admissibility — 6× in this paper · explained in 2 episodes
• Minimax Regret — 4× in this paper · explained in 4 episodes
• Regret — 4× in this paper · explained in 4 episodes
• Robustness — 3× in this paper · explained in 6 episodes
• Calibration — 2× in this paper · explained in 9 episodes
• Editor — 2× in this paper · explained in 2 episodes
• Structural Properties — 2× in this paper · explained in 2 episodes
• Benchmark — 1× in this paper · explained in 2 episodes
• Copula — 1× in this paper · explained in 2 episodes
• Monotonicity — 1× in this paper · explained in 2 episodes
• Surrogate Model — 1× in this paper · explained in 3 episodes
• Surrogate Models — 1× in this paper · explained in 3 episodes
• Uncertainty Propagation — 1× in this paper · explained in 4 episodes
• Uncertainty Quantification — 1× in this paper · explained in 9 episodes

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