6533b851fe1ef96bd12a945f
RESEARCH PRODUCT
Computational aspects in checking of coherence and propagation of conditional probability bounds
V. BiazzoAngelo GilioGiuseppe Sanfilipposubject
reduced sets of variables and constrainsCoherent probability assessments propagation random gain computation algorithmsSettore MAT/06 - Probabilita' E Statistica MatematicaChecking of coherencerandom gainpropagationChecking of coherence; computational aspects; propagation; linear systems; random gain; reduced sets of variables and constrainslinear systemscomputational aspectsdescription
In this paper we consider the problem of reducing the computational difficulties in g-coherence checking and propagation of imprecise conditional probability assessments. We review some theoretical results related with the linear structure of the random gain in the betting criterion. Then, we propose a modi ed version of two existing algorithms, used for g-coherence checking and propagation, which are based on linear systems with a reduced number of unknowns. The reduction in the number of unknowns is obtained by an iterative algorithm. Finally, to illustrate our procedure we give some applications.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2000-01-01 |