Extreme lower probabilities

Erik Quaeghebeur; Gert de Cooman

doi:10.1007/3-540-34777-1_26

Extreme lower probabilities

Erik Quaeghebeur
, Gert de Cooman

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

Samenvatting

We consider lower probabilities on finite possibility spaces as models for the uncertainty about the state. These generalizations of classical probabilities can have some interesting properties; for example: k-monotonicity, avoiding sure loss, coherence, permutation invariance. The sets formed by all the lower probabilities satisfying zero or more of these properties are convex. We show how the extreme points and rays of these sets - the extreme lower probabilities - can be calculated and we give an illustration of our results.

Originele taal-2	Engels
Titel	Soft Methods for Integrated Uncertainty Modelling
Redacteuren	Jonathan Lawry, Enrique Miranda, Alberto Bugarin, Shoumei Li, Maria Angeles Gil, Przemysaw Grzegorzewski, Olgierd Hyrniewicz
Pagina's	211-221
Aantal pagina's	11
DOI's	https://doi.org/10.1007/3-540-34777-1_26
Status	Gepubliceerd - 2006
Extern gepubliceerd	Ja

Publicatie series

Naam	Advances in Soft Computing
Volume	37
ISSN van geprinte versie	1615-3871
ISSN van elektronische versie	1860-0794

Financiering

This paper presents research results of the Belgian Program on Interuniversity Attraction Poles, initiated by the Belgian Federal Science Policy Office. The scientific responsibility rests with its authors. ∗Corresponding author. E-mail addresses: [email protected] (E. Quaeghebeur), [email protected] (G. de Cooman) 1Research financed by a Ph.D. grant from the Institute for the Promotion of Innovation through Science and Technology in Flanders (IWT-Vlaanderen).

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10.1007/3-540-34777-1_26

http://hdl.handle.net/1854/LU-406341

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title = "Extreme lower probabilities",

abstract = "We consider lower probabilities on finite possibility spaces as models for the uncertainty about the state. These generalizations of classical probabilities can have some interesting properties; for example: k-monotonicity, avoiding sure loss, coherence, permutation invariance. The sets formed by all the lower probabilities satisfying zero or more of these properties are convex. We show how the extreme points and rays of these sets - the extreme lower probabilities - can be calculated and we give an illustration of our results.",

keywords = "Extreme points, Imprecise probabilities, Lower probabilities",

author = "Erik Quaeghebeur and \{de Cooman\}, Gert",

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doi = "10.1007/3-540-34777-1\_26",

language = "English",

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Extreme lower probabilities. / Quaeghebeur, Erik; de Cooman, Gert.
Soft Methods for Integrated Uncertainty Modelling. reds. / Jonathan Lawry; Enrique Miranda; Alberto Bugarin; Shoumei Li; Maria Angeles Gil; Przemysaw Grzegorzewski; Olgierd Hyrniewicz. 2006. blz. 211-221 (Advances in Soft Computing; Vol. 37).

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

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AB - We consider lower probabilities on finite possibility spaces as models for the uncertainty about the state. These generalizations of classical probabilities can have some interesting properties; for example: k-monotonicity, avoiding sure loss, coherence, permutation invariance. The sets formed by all the lower probabilities satisfying zero or more of these properties are convex. We show how the extreme points and rays of these sets - the extreme lower probabilities - can be calculated and we give an illustration of our results.

KW - Extreme points

KW - Imprecise probabilities

KW - Lower probabilities

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DO - 10.1007/3-540-34777-1_26

M3 - Conference contribution

AN - SCOPUS:58149231392

SN - 9783540347767

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BT - Soft Methods for Integrated Uncertainty Modelling

A2 - Lawry, Jonathan

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A2 - Bugarin, Alberto

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A2 - Grzegorzewski, Przemysaw

A2 - Hyrniewicz, Olgierd

ER -

Extreme lower probabilities

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