Imprecise probabilistic models based on hierarchical intervals.

Inf. Sci.(2023)

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摘要
This paper proposes a generalization of the imprecise probability model given by probability intervals on singleton sets. This enables us not only to represent probability intervals in a hierarchy of sets with a tree structure but also to represent other models such as possibility measures and generalized p-boxes. The paper also shows how the resulting model is always an order-2 capacity and that the basic operations of checking coherence, computing the natural extension or conditioning can be performed in an extremely efficient way.
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关键词
Probability intervals, Imprecise probability, Coherence, Natural extension, Order-2 capacities
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