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.
Gilio, A., Biazzo, V., Sanfilippo, G. (2000). Efficient checking of coherence and propagation of imprecise probability assessments. In Proceedings of the 8th International Conference on Information Processing and Management of Uncertainty in Knowledge-based Systems : IPMU 2000 (pp.1973-1976). Madrid : Universidad Politécnica de Madrid.
Efficient checking of coherence and propagation of imprecise probability assessments
SANFILIPPO, Giuseppe
2000-01-01
Abstract
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.
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