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- W2341390396 abstract "The probabilities of rare events have interest in some network and risk problems and, in this paper, we concentrate our attention on some level crossing probabilities forBrownian motion and for Poissonprocess. We are interested in largedeviation estimates and we present the Bayesian and the frequentist approacheswhich lead to different conclusions;more precisely, as argued in other worksin the literature on this topic, theBayesian approach is more conservative.In the Bayesian framework we always dealwith conjugate families of prior distributions." @default.
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- W2341390396 date "2004-01-01" @default.
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- W2341390396 title "Large deviations estimates forsome level crossing probabilities in Bayesian setting" @default.
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