Nearly-linear uncertainty measures

DOI10.1016/J.IJAR.2019.08.001zbMATH Open1471.60008arXiv1908.11303OpenAlexW2968503499MaRDI QIDQ2302785FDOQ2302785

Renato Pelessoni, Chiara Corsato, Paolo Vicig

Publication date: 26 February 2020

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Abstract: Several easy to understand and computationally tractable imprecise probability models, like the Pari-Mutuel model, are derived from a given probability measure P_0. In this paper we investigate a family of such models, called Nearly-Linear (NL). They generalise a number of well-known models, while preserving a simple mathematical structure. In fact, they are linear affine transformations of P_0 as long as the transformation returns a value in [0,1] . We study the properties of NL measures that are (at least) capacities, and show that they can be partitioned into three major subfamilies. We investigate their consistency, which ranges from 2-coherence, the minimal condition satisfied by all, to coherence, and the kind of beliefs they can represent. There is a variety of different situations that NL models can incorporate, from generalisations of the Pari-Mutuel model, the {epsilon}-contamination model and other models to conflicting attitudes of an agent towards low/high P_0-probability events (both prudential and imprudent at the same time), or to symmetry judgments. The consistency properties vary with the beliefs represented, but not strictly: some conflicting and partly irrational moods may be compatible with coherence. In a final part, we compare NL models with their closest, but only partly overlapping, models, neo-additive capacities and probability intervals.

Full work available at URL: https://arxiv.org/abs/1908.11303

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zbMATH Keywords

pari-mutuel modelprobability intervalsnearly-linear models2-coherent and coherent imprecise probabilities

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Decision theory (91B06) Axioms; other general questions in probability (60A05)

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Cited In (12)

• Special issue on 9th international conference on soft methods in probability and statistics (SMPS)
• Processing distortion models: a comparative study
• Jensen's and Cantelli's inequalities with imprecise previsions
• Bounds from noisy linear measurements
• Centroids of credal sets: a comparative study
• A gentle approach to imprecise probability
• Inference with nearly-linear uncertainty models
• Centroids of the core of exact capacities: a comparative study
• Conditioning and Dilation with Coherent Nearly-Linear Models
• Dilation properties of coherent Nearly-Linear models
• Measuring uncertainty without a norm
• Evaluating uncertainty with vertical barrier models

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