The process of outer approximating a coherent lower probability by a more tractable model with additional properties, such as 2- or completely monotone capacities, may not have a unique solution. In this paper, we investigate whether a number of approaches may help in eliciting a unique outer approximation: minimising a number of distances with respect to the initial model, or maximising the specificity of the outer approximation. We apply these to 2- and completely monotone approximating lower probabilities, and also to possibility measures.

On the elicitation of an optimal outer approximation of a coherent lower probability

Vicig P.
2020-01-01

Abstract

The process of outer approximating a coherent lower probability by a more tractable model with additional properties, such as 2- or completely monotone capacities, may not have a unique solution. In this paper, we investigate whether a number of approaches may help in eliciting a unique outer approximation: minimising a number of distances with respect to the initial model, or maximising the specificity of the outer approximation. We apply these to 2- and completely monotone approximating lower probabilities, and also to possibility measures.
2020
978-3-030-50142-6
978-3-030-50143-3
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2976611
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