Probabilistic forecasts are necessary for robust decisions in the face of uncertainty. The M5 Uncertainty competition required participating teams to forecast nine quantiles for unit sales of various products at various aggregation levels and for different time horizons. This paper evaluates the...

This paper suggests a new normative approach for combining beliefs. We call it the evidence-first method. Instead of aggregating credences alone, as the prevailing approaches, we focus instead on eliciting a group's full probability distribution on the basis of the evidence available to its...

Important business, public policy, and personal decisions typically involve multiple objectives, which in turn can be represented by multiple attributes, and uncertainty. Assessing both multiattribute utility and multivariate distributions for the attributes can be challenging. Moreover, big...

Consider a choice between two random variables, for which only means and variances are known. Is it possible to rank them by putting some constraints on risk preferences? We provide such a ranking by bounding how much marginal utility can change. Such bounds enable us to rank all distributions...