Search results for "g-coherent extension"

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Algorithms for coherence checking and propagation of conditional probability bounds

2001

In this paper, we propose some algorithms for the checking of generalized coherence (g-coherence) and for the extension of imprecise conditional probability assessments. Our concept of g-coherence is a generalization of de Finetti’s coherence principle and is equivalent to the ”avoiding uniform loss” property for lower and upper probabilities (a la Walley). By our algorithms we can check the g-coherence of a given imprecise assessment and we can correct it in order to obtain the associated coherent assessment (in the sense of Walley and Williams). Exploiting some properties of the random gain we show how, in the linear systems involved in our algorithms, we can work with a reduced set of va…

reduced sets of variables and constraintsSettore MAT/06 - Probabilita' E Statistica MatematicaUncertain knowledgeUncertain knowledge probabilistic reasoning under coherence imprecise conditional probability assessments g-coherence checking g-coherent extension algorithms computational aspects reduced sets of variables reduced sets of linear constraints.g-coherent extensionimprecise conditional probability assessmentsg-coherence checkingUncertain knowledge; probabilistic reasoning under coherence; imprecise conditional probability assessments; g-coherence checking; g-coherent extension; algorithms.; computational aspects; reduced sets of variables and constraints.algorithmsprobabilistic reasoning under coherencecomputational aspects
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