Results 1 to 10 of about 109 (95)
Integral Representation of Coherent Lower Previsions by Super-Additive Integrals [PDF]
Coherent lower previsions generalize the expected values and they are defined on the class of all real random variables on a finite non-empty set. Well known construction of coherent lower previsions by means of lower probabilities, or by means of super ...
Serena Doria, Radko Mesiar, Adam Šeliga
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Constrained optimization problems under uncertainty with coherent lower previsions [PDF]
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Gert De Cooman +2 more
exaly +4 more sources
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Enrique Miranda +2 more
exaly +3 more sources
Coherent lower previsions in systems modelling: products and aggregation rules [PDF]
We discuss why coherent lower previsions provide a good uncertainty model for solving generic uncertainty problems involving possibly conflicting expert information. We study various ways of combining expert assessments on different domains, such as natural extension, independent natural extension and the type-I product, as well as on common domains ...
Gert de Cooman, Matthias C. M. Troffaes
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Robust Filtering Through Coherent Lower Previsions [PDF]
The classical filtering problem is re-examined to take into account imprecision in the knowledge about the probabilistic relationships involved. Imprecision is modeled in this paper by closed convex sets of probabilities. We derive a solution of the state estimation problem under such a framework that is very general: it can deal with any closed convex
Alessio Benavoli +2 more
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2-Coherent and 2-convex conditional lower previsions [PDF]
This is the authors' version of a work that was accepted for publication in the International Journal of Approximate Reasoning, vol. 77, October 2016, pages 66-86, doi:10.1016/j.ijar.2016.06.003, http://www.sciencedirect.com/science/article/pii ...
PELESSONI, RENATO, VICIG, PAOLO
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Conglomerable Coherent Lower Previsions [PDF]
Walley’s theory of coherent lower previsions builds upon the former theory by Williams with the explicit aim to make it deal with conglomerability. We show that such a construction has been only partly successful because Walley’s founding axiom of joint coherence does not entirely capture the implications of conglomerability.
Enrique Miranda 0001, Marco Zaffalon
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Conformity and independence with coherent lower previsions
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Enrique Miranda 0001, Marco Zaffalon
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Normal form backward induction for decision trees with coherent lower previsions [PDF]
22 pages, 5 figures; v1: added doi and arxiv ...
Nathan Huntley, Matthias C. M. Troffaes
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Marginal extension in the theory of coherent lower previsions
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Enrique Miranda 0001, Gert de Cooman
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