3 problems

Let $X$ be a random variable with finite variance, let $Y$ be an independent noise variable, and define … Prediction monotonicity conjecture. One might conjecture that adding more…

Let $(\Omega,\mathcal{F},P)$ be a probability space, let $\mathcal{G}_1,\mathcal{G}_2,\dots,\mathcal{G}_K$ be sub-$\sigma$-fields of $\mathcal{F}$ for some $K\in\mathbb{N}$, and le…

Let $\mathcal{Z}$ be the set of precise models under consideration, and define the lower updated expectation by … whenever the set over which the infimum is taken is nonempty. Limi…