Irrelevant and independent natural extension for sets of desirable gambles

DOI10.1613/JAIR.3770zbMATH Open1253.68316arXiv1402.0561OpenAlexW3101575638MaRDI QIDQ4899129FDOQ4899129

Authors:

Publication date: 7 January 2013

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

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.

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

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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)

Cited In (21)

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

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