Computing lower and upper expectations under epistemic independence

Cassio Polpo de Campos, Fabio Gagliardi Cozman

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Abstract

This paper investigates the computation of lower/upper expectations that must cohere with a collection of probabilistic assessments and a collection of judgements of epistemic independence. New algorithms, based on multilinear programming, are presented, both for independence among events and among random variables. Separation properties of graphical models are also investigated.

Original languageEnglish
Pages (from-to)244-260
Number of pages17
JournalInternational Journal of Approximate Reasoning
Volume44
Issue number3
DOIs
Publication statusPublished - 1 Mar 2007
Externally publishedYes

Bibliographical note

Reasoning with Imprecise Probabilities

Funding

We thank Peter Walley for sharing with us the algorithm in Fig. A.1. This work has received generous support from HP Brazil R&D. The work has also been supported by CNPq (through grant 3000183/98-4) and FAPESP (through grant 04/09568-0).

Keywords

  • Concepts of independence
  • Epistemic independence
  • Imprecise probabilities
  • Multilinear programming
  • Sets of probability measures

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