Irrelevant and independent natural extension for sets of desirable gambles

DOI10.1613/JAIR.3770MaRDI QIDQ4899129zbMATH OpenOpenAlexFDO

Authors

Publication date 7 January 2013

Published in Journal of Artificial Intelligence Research (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.0561

zbMATH Keywords

sets of desirable gamblesindependent natural extensionreasoning under uncertaintyreasoning with partial probability assessments

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37) Axioms; other general questions in probability (60A05)

Abstract: The results in this paper add useful tools to the theory of sets of desirable gambles, a growing toolbox for reasoning with partial probability assessments. We investigate how to combine a number of marginal coherent sets of desirable gambles into a joint set using the properties of epistemic irrelevance and independence. We provide formulas for the smallest such joint, called their independent natural extension, and study its main properties. The independent natural extension of maximal coherent sets of desirable gambles allows us to define the strong product of sets of desirable gambles. Finally, we explore an easy way to generalise these results to also apply for the conditional versions of epistemic irrelevance and independence. Having such a set of tools that are easily implemented in computer programs is clearly beneficial to fields, like AI, with a clear interest in coherent reasoning under uncertainty using general and robust uncertainty models that require no full specification.

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Cited in

(21)

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• Exchangeable choice functions
• Graphoid properties of concepts of independence for sets of probabilities
• Sets of desirable gambles: conditioning, representation, and precise probabilities
• Independent natural extension
• Exchangeability and sets of desirable gambles
• Independent natural extension for choice functions
• Modelling epistemic irrelevance with choice functions
• Lexicographic choice functions
• Compatibility, desirability, and the running intersection property
• Epistemic irrelevance on sets of desirable gambles
• Independent natural extension for infinite spaces
• Desirability foundations of robust rational decision making
• Natural extension of choice functions
• Coherent choice functions, desirability and indifference
• Forward irrelevance
• Representation theorems for partially exchangeable random variables
• Predictive inference under exchangeability, and the imprecise Dirichlet multinomial model
• Conformity and independence with coherent lower previsions
• On a notion of independence proposed by Teddy Seidenfeld
• Credal networks under epistemic irrelevance: the sets of desirable gambles approach

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