On the connection between probability boxes and possibility measures

DOI10.1016/J.INS.2012.09.033MaRDI QIDQ2510196zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1 August 2014

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.5594, http://dro.dur.ac.uk/13634/1/13634.pdf

zbMATH Keywords

coherent lower and upper probabilitiesmaxitive measuresnatural extensionpossibility measuresprobability boxes

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Fuzzy probability (60A86) Reasoning under uncertainty in the context of artificial intelligence (68T37)

Abstract: We explore the relationship between possibility measures (supremum preserving normed measures) and p-boxes (pairs of cumulative distribution functions) on totally preordered spaces, extending earlier work in this direction by De Cooman and Aeyels, among others. We start by demonstrating that only those p-boxes who have 0-1-valued lower or upper cumulative distribution function can be possibility measures, and we derive expressions for their natural extension in this case. Next, we establish necessary and sufficient conditions for a p-box to be a possibility measure. Finally, we show that almost every possibility measure can be modelled by a p-box. Whence, any techniques for p-boxes can be readily applied to possibility measures. We demonstrate this by deriving joint possibility measures from marginals, under varying assumptions of independence, using a technique known for p-boxes. Doing so, we arrive at a new rule of combination for possibility measures, for the independent case.

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(24)

• On extreme points of p-boxes and belief functions
• On data-based estimation of possibility distributions
• A copula-based uncertainty propagation method for structures with correlated parametric p-boxes
• Comonotone lower probabilities with robust marginal distributions functions
• A universal approach to imprecise probabilities in possibility theory
• Multivariate capacity functionals vs. capacity functionals on product spaces
• Hybrid reliability analysis with both random and probability-box variables
• Unifying practical uncertainty representations. I. Generalized \(p\)-boxes
• Processing distortion models: a comparative study
• On the connection between probability boxes and possibility measures
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• Towards contingent world descriptions in description logics
• Convergences and topology via sequences of multifunctions
• Bivariate \(p\)-boxes and maxitive functions
• A geometric and game-theoretic study of the conjunction of possibility measures
• Distributionally robust possibilistic optimization problems
• On the selection of an optimal outer approximation of a coherent lower probability
• Random sets, copulas and related sets of probability measures
• Probability boxes on totally preordered spaces for multivariate modelling
• Unified reliability analysis by active learning kriging model combining with random-set based Monte Carlo simulation method
• A framework of distributionally robust possibilistic optimization
• Discrete imprecise copulas
• A complete characterization of normal cones and extreme points for p-boxes
• Measures of association and dependence properties of nested random sets

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