We illustrate an approach to uncertain knowledge based on lower conditional probability bounds. We exploit the coherence principle of de Finetti and a related notion of generalized coherence (g-coherence), which is equivalent to the "avoiding uniform loss" property introduced by Walley for lower and upper probabilities. Based on the additive structure of random gains, we define suitable notions of non relevant gains and of basic sets of variables. Exploiting them, the linear systems in our algorithms can work with reduced sets of variables and/or constraints. In this paper, we illustrate the notions of non relevant gain and of basic set by examining several cases of. imprecise assessments defined on families with three conditional events. We adopt 4 geometrical approach, obtaining some necessary and sufficient conditions for g-coherence. We also propose two algorithms which provide new strategies for reducing the number of constraints and for deciding g-coherence. In this way, we try to overcome the computational difficulties which arise when linear systems become intractable. Finally, we illustrate our methods by giving some examples.

Biazzo, V., Gilio, A., Sanfilippo, G. (2003). On the checking of g-coherence of conditional probability bounds. INTERNATIONAL JOURNAL OF UNCERTAINTY, FUZZINESS AND KNOWLEDGE BASED SYSTEMS, 11(Suppl. n. 2), 75-104 [10.1142/S0218488503002442].

On the checking of g-coherence of conditional probability bounds

SANFILIPPO, Giuseppe
2003-01-01

Abstract

We illustrate an approach to uncertain knowledge based on lower conditional probability bounds. We exploit the coherence principle of de Finetti and a related notion of generalized coherence (g-coherence), which is equivalent to the "avoiding uniform loss" property introduced by Walley for lower and upper probabilities. Based on the additive structure of random gains, we define suitable notions of non relevant gains and of basic sets of variables. Exploiting them, the linear systems in our algorithms can work with reduced sets of variables and/or constraints. In this paper, we illustrate the notions of non relevant gain and of basic set by examining several cases of. imprecise assessments defined on families with three conditional events. We adopt 4 geometrical approach, obtaining some necessary and sufficient conditions for g-coherence. We also propose two algorithms which provide new strategies for reducing the number of constraints and for deciding g-coherence. In this way, we try to overcome the computational difficulties which arise when linear systems become intractable. Finally, we illustrate our methods by giving some examples.
2003
Settore MAT/06 - Probabilita' E Statistica Matematica
Biazzo, V., Gilio, A., Sanfilippo, G. (2003). On the checking of g-coherence of conditional probability bounds. INTERNATIONAL JOURNAL OF UNCERTAINTY, FUZZINESS AND KNOWLEDGE BASED SYSTEMS, 11(Suppl. n. 2), 75-104 [10.1142/S0218488503002442].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10447/51735
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