Bayesian procedures are derived to compute the posterior probability that a recoverable process is currently in control or that a drifting latent parameter lies in an acceptable region.
author Sornette, D
2 Pith papers cite this work, alongside 235 external citations. Polarity classification is still indexing.
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Pith papers citing it
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UNVERDICTED 2representative citing papers
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.
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Sequential Bayesian Monitoring for Recoverable and Drifting Processes
Bayesian procedures are derived to compute the posterior probability that a recoverable process is currently in control or that a drifting latent parameter lies in an acceptable region.
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Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
Empirical finance is limited to ex post causal inference because self-reference in markets makes unidirectional causation unstable or fallacious.