Discussion paper // Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München 489
Nonparametric Predictive Inference (NPI) is a general methodology to learn from data in the absense of prior knowledge and without adding unjustified assumptions. This paper develops NPI for multinominal data where the total number of possible categories for the data is known. We present the general upper and lower probabilities and several of their properties. We also comment on differences between this NPI approach and corresponding inferences based on Walley's Imprecise Dirichlet Model.
Imprecise Dirichlet Model imprecise probabilities interval probability known number of categories lower and upper probabilities multinominal data nonparametric predictive inference probability wheel