Search results for "Coherent probability assessments"

showing 2 items of 2 documents

Efficient checking of coherence and propagation of imprecise probability assessments

2000

We consider the computational difficulties in the checking of coherence and propagation of imprecise probability assessments. We examine the linear structure of the random gain in betting criterion and we propose a general methodology which exploits suitable subsets of the set of values of the random gain. In this way the checking of coherence and propagation amount to examining linear systems with a reduced number of unknowns. We also illustrate an example.

computationCoherent probability assessments propagation random gain computation algorithmsSettore MAT/06 - Probabilita' E Statistica MatematicaCoherent probability assessmentsrandom gainCoherent probability assessments; propagation; random gain; computation; algorithms.Coherent probability assessments; Propagation; AlgorithmsPropagationAlgorithms
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Computational aspects in checking of coherence and propagation of conditional probability bounds

2000

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.

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 aspects
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