Imprecise probability trees: bridging two theories of imprecise probability

DOI10.1016/j.artint.2008.03.001zbMath1183.60003arXiv0801.1196OpenAlexW2020064362WikidataQ56765904 ScholiaQ56765904MaRDI QIDQ2389662

Filip Hermans, Gert De Cooman

Publication date: 17 July 2009

Published in: Artificial Intelligence (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.1196

zbMATH Keywords

coherencelaw of large numbersMarkov chainrandom processimprecise probabilitiesgame-theoretic probabilityevent treeHoeffding's inequalityconglomerabilitylower previsionimmediate predictionprobability treeprequential principleimprecise probability tree

Mathematics Subject Classification ID

Other game-theoretic models (91A40) Axioms; other general questions in probability (60A05)

Related Items (28)

Imprecise probability through \(f\)-probability and its statistical physical implications ⋮ Computing lower and upper expected first-passage and return times in imprecise birth-death chains ⋮ Conglomerable natural extension ⋮ Imprecise stochastic processes in discrete time: global models, imprecise Markov chains, and ergodic theorems ⋮ Multi-label chaining with imprecise probabilities ⋮ Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms ⋮ Logics with lower and upper probability operators ⋮ Basic ideas underlying conglomerability and disintegrability ⋮ Multi-agent logics for reasoning about higher-order upper and lower probabilities ⋮ Insuring against loss of evidence in game-theoretic probability ⋮ A general strong law of large numbers for non-additive probabilities and its applications ⋮ Epistemic irrelevance in credal nets: the case of imprecise Markov trees ⋮ Concentration inequalities and laws of large numbers under epistemic and regular irrelevance ⋮ Desirability foundations of robust rational decision making ⋮ Lévy's zero-one law in game-theoretic probability ⋮ Representation theorems for partially exchangeable random variables ⋮ Imprecise probabilistic models based on hierarchical intervals ⋮ Generalizing inference rules in a coherence-based probabilistic default reasoning ⋮ Notes on desirability and conditional lower previsions ⋮ A logical characterization of coherence for imprecise probabilities ⋮ Probability and time ⋮ A particular upper expectation as global belief model for discrete-time finite-state uncertain processes ⋮ Discrete time Markov chains with interval probabilities ⋮ Lower previsions induced by filter maps ⋮ Game-theoretic upper expectations for discrete-time finite-state uncertain processes ⋮ IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR ⋮ Randomness is inherently imprecise ⋮ Extension of the strong law of large numbers for capacities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A subjective interpretation of conditional probability
• Updating beliefs with incomplete observations
• Notes on conditional previsions
• Bayes's two arguments for the rule of conditioning
• Prequential probability: principles and properties
• A new understanding of subjective probability and its generalization to lower and upper prevision.
• Credal networks
• Interval-valued finite Markov chains
• The logic of events
• Towards a unified theory of imprecise probability
• Partial identification of probability distributions.
• Direct algorithms for checking consistency and making inferences from conditional probability assessments
• Measures of uncertainty in expert systems
• Graphical models for imprecise probabilities
• Marginal extension in the theory of coherent lower previsions
• Probability and Finance
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• The Prevision of a Prevision
• Conditional Probability
• Probability Inequalities for Sums of Bounded Random Variables

This page was built for publication: Imprecise probability trees: bridging two theories of imprecise probability