21,654 research outputs found
The Goodman-Nguyen Relation within Imprecise Probability Theory
The Goodman-Nguyen relation is a partial order generalising the implication
(inclusion) relation to conditional events. As such, with precise probabilities
it both induces an agreeing probability ordering and is a key tool in a certain
common extension problem. Most previous work involving this relation is
concerned with either conditional event algebras or precise probabilities. We
investigate here its role within imprecise probability theory, first in the
framework of conditional events and then proposing a generalisation of the
Goodman-Nguyen relation to conditional gambles. It turns out that this relation
induces an agreeing ordering on coherent or C-convex conditional imprecise
previsions. In a standard inferential problem with conditional events, it lets
us determine the natural extension, as well as an upper extension. With
conditional gambles, it is useful in deriving a number of inferential
inequalities.Comment: Published version:
http://www.sciencedirect.com/science/article/pii/S0888613X1400101
Default Logic in a Coherent Setting
In this talk - based on the results of a forthcoming paper (Coletti,
Scozzafava and Vantaggi 2002), presented also by one of us at the Conference on
"Non Classical Logic, Approximate Reasoning and Soft-Computing" (Anacapri,
Italy, 2001) - we discuss the problem of representing default rules by means of
a suitable coherent conditional probability, defined on a family of conditional
events. An event is singled-out (in our approach) by a proposition, that is a
statement that can be either true or false; a conditional event is consequently
defined by means of two propositions and is a 3-valued entity, the third value
being (in this context) a conditional probability
2-coherent and 2-convex Conditional Lower Previsions
In this paper we explore relaxations of (Williams) coherent and convex
conditional previsions that form the families of -coherent and -convex
conditional previsions, at the varying of . We investigate which such
previsions are the most general one may reasonably consider, suggesting
(centered) -convex or, if positive homogeneity and conjugacy is needed,
-coherent lower previsions. Basic properties of these previsions are
studied. In particular, we prove that they satisfy the Generalized Bayes Rule
and always have a -convex or, respectively, -coherent natural extension.
The role of these extensions is analogous to that of the natural extension for
coherent lower previsions. On the contrary, -convex and -coherent
previsions with either are convex or coherent themselves or have no
extension of the same type on large enough sets. Among the uncertainty concepts
that can be modelled by -convexity, we discuss generalizations of capacities
and niveloids to a conditional framework and show that the well-known risk
measure Value-at-Risk only guarantees to be centered -convex. In the final
part, we determine the rationality requirements of -convexity and
-coherence from a desirability perspective, emphasising how they weaken
those of (Williams) coherence.Comment: 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/S0888613X1630079
Bayesian Conditioning, the Reflection Principle, and Quantum Decoherence
The probabilities a Bayesian agent assigns to a set of events typically
change with time, for instance when the agent updates them in the light of new
data. In this paper we address the question of how an agent's probabilities at
different times are constrained by Dutch-book coherence. We review and attempt
to clarify the argument that, although an agent is not forced by coherence to
use the usual Bayesian conditioning rule to update his probabilities, coherence
does require the agent's probabilities to satisfy van Fraassen's [1984]
reflection principle (which entails a related constraint pointed out by
Goldstein [1983]). We then exhibit the specialized assumption needed to recover
Bayesian conditioning from an analogous reflection-style consideration.
Bringing the argument to the context of quantum measurement theory, we show
that "quantum decoherence" can be understood in purely personalist
terms---quantum decoherence (as supposed in a von Neumann chain) is not a
physical process at all, but an application of the reflection principle. From
this point of view, the decoherence theory of Zeh, Zurek, and others as a story
of quantum measurement has the plot turned exactly backward.Comment: 14 pages, written in memory of Itamar Pitowsk
Precise Propagation of Upper and Lower Probability Bounds in System P
In this paper we consider the inference rules of System P in the framework of
coherent imprecise probabilistic assessments. Exploiting our algorithms, we
propagate the lower and upper probability bounds associated with the
conditional assertions of a given knowledge base, automatically obtaining the
precise probability bounds for the derived conclusions of the inference rules.
This allows a more flexible and realistic use of System P in default reasoning
and provides an exact illustration of the degradation of the inference rules
when interpreted in probabilistic terms. We also examine the disjunctive Weak
Rational Monotony of System P+ proposed by Adams in his extended probability
logic.Comment: 8 pages -8th Intl. Workshop on Non-Monotonic Reasoning NMR'2000,
April 9-11, Breckenridge, Colorad
Coherent frequentism
By representing the range of fair betting odds according to a pair of
confidence set estimators, dual probability measures on parameter space called
frequentist posteriors secure the coherence of subjective inference without any
prior distribution. The closure of the set of expected losses corresponding to
the dual frequentist posteriors constrains decisions without arbitrarily
forcing optimization under all circumstances. This decision theory reduces to
those that maximize expected utility when the pair of frequentist posteriors is
induced by an exact or approximate confidence set estimator or when an
automatic reduction rule is applied to the pair. In such cases, the resulting
frequentist posterior is coherent in the sense that, as a probability
distribution of the parameter of interest, it satisfies the axioms of the
decision-theoretic and logic-theoretic systems typically cited in support of
the Bayesian posterior. Unlike the p-value, the confidence level of an interval
hypothesis derived from such a measure is suitable as an estimator of the
indicator of hypothesis truth since it converges in sample-space probability to
1 if the hypothesis is true or to 0 otherwise under general conditions.Comment: The confidence-measure theory of inference and decision is explicitly
extended to vector parameters of interest. The derivation of upper and lower
confidence levels from valid and nonconservative set estimators is formalize
The shape of incomplete preferences
Incomplete preferences provide the epistemic foundation for models of
imprecise subjective probabilities and utilities that are used in robust
Bayesian analysis and in theories of bounded rationality. This paper presents a
simple axiomatization of incomplete preferences and characterizes the shape of
their representing sets of probabilities and utilities. Deletion of the
completeness assumption from the axiom system of Anscombe and Aumann yields
preferences represented by a convex set of state-dependent expected utilities,
of which at least one must be a probability/utility pair. A strengthening of
the state-independence axiom is needed to obtain a representation purely in
terms of a set of probability/utility pairs.Comment: Published at http://dx.doi.org/10.1214/009053606000000740 in the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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