Abstract
We focus on concept uncertainty which adds a new layer to the traditional risk analysis distinction between aleatory and epistemic uncertainties, when adversaries are present. The idea is illustrated with a problem in adversarial point estimation framed as a specific case of adversarial statistical decision theory.
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Acknowledgements
The work of DRI is supported by the Spanish Ministry of Economy and Innovation program MTM2014-56949-C3-1-R and the AXA-ICMAT Chair on Adversarial Risk Analysis. JGO’s research is financed by the Spanish Ministry of Economy and Competitiveness under FPI SO grant agreement BES-2015-072892. This work has also been partially supported by the Spanish Ministry of Economy and Competitiveness through the “Severo Ochoa” Program for Centers of Excellence in R&D (SEV-2015-0554) and project MTM2015-72907-EXP.
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Ríos Insua, D., González-Ortega, J., Banks, D., Ríos, J. (2018). Concept Uncertainty in Adversarial Statistical Decision Theory. In: Gil, E., Gil, E., Gil, J., Gil, M. (eds) The Mathematics of the Uncertain. Studies in Systems, Decision and Control, vol 142. Springer, Cham. https://doi.org/10.1007/978-3-319-73848-2_49
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DOI: https://doi.org/10.1007/978-3-319-73848-2_49
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