In this paper we consider the problem of reducing the computational difficulties in g-coherence checking and propagation of imprecise conditional probability assessments. We review some theoretical results related with the linear structure of the random gain in the betting criterion. Then, we propose a modified version of two existing algorithms, used for g-coherence checking and propagation, which are based on linear systems with a reduced number of unknowns. The reduction in the number of unknowns is obtained by an iterative algorithm. Finally, to illustrate our procedure we give some applications.
Computational Aspects in Checking of Coherence and Propagation of Conditional Probability Bounds / Biazzo, V.; Gilio, Angelo; Sanfilippo, Giuseppe. - STAMPA. - (2000), pp. 1-13. (Intervento presentato al convegno Fifth Workshop on Uncertainty Processing tenutosi a Jindrichuv Hradec, Czech Republic nel June, 20-24, 2000).
Computational Aspects in Checking of Coherence and Propagation of Conditional Probability Bounds
GILIO, ANGELO;SANFILIPPO, GIUSEPPE
2000
Abstract
In this paper we consider the problem of reducing the computational difficulties in g-coherence checking and propagation of imprecise conditional probability assessments. We review some theoretical results related with the linear structure of the random gain in the betting criterion. Then, we propose a modified version of two existing algorithms, used for g-coherence checking and propagation, which are based on linear systems with a reduced number of unknowns. The reduction in the number of unknowns is obtained by an iterative algorithm. Finally, to illustrate our procedure we give some applications.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.