Paper

Decision Making Needs Uncertainty Quantification [Lecture Notes]

arXiv:2607.14407v1 Announce Type: cross Abstract: Many signal processing systems ultimately exist to {act}. Whenever the state variable that determines the action to be taken by a decision maker, or agent, is uncertain, the way that uncertainty is represented decides how well the agent performs and how much its performance can be trusted. This lecture note develops, from first principles and within a single decision-theoretic setting, the link between the {objective} and the knowledge of an agent and the form of uncertainty representation that is sufficient to act optimally. To start, assumin…

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