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On the Elicitation of an Optimal Outer Approximation of a Coherent Lower Probability
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 approx...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
2020
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274745/ http://dx.doi.org/10.1007/978-3-030-50143-3_6 |
Sumario: | 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. |
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