Search results for "non relevant gains"

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Some results on generalized coherence of conditional probability bounds

2003

Based on the coherence principle of de Finetti and a related notion of generalized coherence (g-coherence), we adopt a probabilistic approach to uncertainty based on conditional probability bounds. Our notion of g-coherence is equivalent to the 'avoiding uniform loss' property for lower and upper probabilities (a la Walley). Moreover, given a g-coherent imprecise assessment by our algorithms we can correct it obtaining the associated coherent assessment (in the sense of Walley and Williams). As is well known, the problems of checking g-coherence and propagating tight g-coherent intervals are NP and FP^NP complete, respectively, and thus NP-hard. Two notions which may be helpful to reduce co…

g-coherenceUncertain knowledge; coherence; g-coherence; imprecise probabilities; conditional probability bounds; lower and upper probabilities; non relevant gains; basic sets.Settore MAT/06 - Probabilita' E Statistica Matematicanon relevant gainsUncertain knowledgeconditional probability boundslower and upper probabilitiesbasic setsimprecise probabilitiesUncertain knowledge coherence g-coherence imprecise probabilities conditional probability bounds lower and upper probabilities non relevant gains basic setscoherence
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Coherence Checking and Propagation of Lower Probability Bounds

2003

In this paper we use imprecise probabilities, based on a concept of generalized coherence (g-coherence), for the management of uncertain knowledge and vague information. We face the problem of reducing the computational difficulties in g-coherence checking and propagation of lower conditional probability bounds. We examine a procedure, based on linear systems with a reduced number of unknowns, for the checking of g-coherence. We propose an iterative algorithm to determine the reduced linear systems. Based on the same ideas, we give an algorithm for the propagation of lower probability bounds. We also give some theoretical results that allow, by suitably modifying our algorithms, the g-coher…

Probability boxMathematical optimizationSettore MAT/06 - Probabilita' E Statistica MatematicaPosterior probabilitynon relevant gainLaw of total probabilityConditional probabilitybasic setsbasic sets; basic sets.; g-coherence checking; lower conditional probability bounds; non relevant gains; propagationCoherence (statistics)Conditional probability distributiong-coherence checking; lower conditional probability bounds; non relevant gainsImprecise probabilityTheoretical Computer Sciencelower conditional probability boundRegular conditional probabilitynon relevant gainspropagationlower conditional probability boundsGeometry and Topologyg-coherence checkingSoftwareMathematics
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