109 research outputs found

    Axiomatic structure of k-additive capacities

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    In this paper we deal with the problem of axiomatizing the preference relations modelled through Choquet integral with respect to a kk-additive capacity, i.e. whose Möbius transform vanishes for subsets of more than kk elements. Thus, kk-additive capacities range from probability measures (k=1k=1) to general capacities (k=nk=n). The axiomatization is done in several steps, starting from symmetric 2-additive capacities, a case related to the Gini index, and finishing with general kk-additive capacities. We put an emphasis on 2-additive capacities. Our axiomatization is done in the framework of social welfare, and complete previous results of Weymark, Gilboa and Ben Porath, and Gajdos.Axiomatic; Capacities; k-Additivity

    Indicators for the characterization of discrete Choquet integrals

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    Ordered weighted averaging (OWA) operators and their extensions are powerful tools used in numerous decision-making problems. This class of operator belongs to a more general family of aggregation operators, understood as discrete Choquet integrals. Aggregation operators are usually characterized by indicators. In this article four indicators usually associated with the OWA operator are extended to discrete Choquet integrals: namely, the degree of balance, the divergence, the variance indicator and Renyi entropies. All of these indicators are considered from a local and a global perspective. Linearity of indicators for linear combinations of capacities is investigated and, to illustrate the application of results, indicators of the probabilistic ordered weighted averaging -POWA- operator are derived. Finally, an example is provided to show the application to a specific context

    "The connection between distortion risk measures and ordered weighted averaging operators"

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    Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy rules into a single value. We show that these concepts can be derived from the Choquet integral, and then the mathematical relationship between distortion risk measures and the OWA and WOWA operators for discrete and nite random variables is presented. This connection oers a new interpretation of distortion risk measures and, in particular, Value-at-Risk and Tail Value-at-Risk can be understood from an aggregation operator perspective. The theoretical results are illustrated in an example and the degree of orness concept is discussed.Fuzzy systems; Degree of orness; Risk quantification; Discrete random variable JEL classification:C02,C60

    The connection between distortion risk measures and ordered weighted averaging operators

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    Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy rules into a single value. We show that these concepts can be derived from the Choquet integral, and then the mathematical relationship between distortion risk measures and the OWA and WOWA operators for discrete and finite random variables is presented. This connection offers a new interpretation of distortion risk measures and, in particular, Value-at-Risk and Tail Value-at-Risk can be understood from an aggregation operator perspective. The theoretical results are illustrated in an example and the degree of orness concept is discussed

    The connection between distortion risk measures and ordered weighted averaging operators [WP]

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    Distortion risk measures summarize the risk of a loss distribution by means of a single value. In fuzzy systems, the Ordered Weighted Averaging (OWA) and Weighted Ordered Weighted Averaging (WOWA) operators are used to aggregate a large number of fuzzy rules into a single value. We show that these concepts can be derived from the Choquet integral, and then the mathematical relationship between distortion risk measures and the OWA and WOWA operators for discrete and finite random variables is presented. This connection offers a new interpretation of distortion risk measures and, in particular, Value-at-Risk and Tail Value-at-Risk can be understood from an aggregation operator perspective. The theoretical results are illustrated in an example and the degree of orness concept is discussed

    iAggregator: Multidimensional Relevance Aggregation Based on a Fuzzy Operator

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    International audienceRecently, an increasing number of information retrieval studies have triggered a resurgence of interest in redefining the algorithmic estimation of relevance, which implies a shift from topical to multidimensional relevance assessment. A key underlying aspect that emerged when addressing this concept is the aggregation of the relevance assessments related to each of the considered dimensions. The most commonly adopted forms of aggregation are based on classical weighted means and linear combination schemes to address this issue. Although some initiatives were recently proposed, none was concerned with considering the inherent dependencies and interactions existing among the relevance criteria, as is the case in many real-life applications. In this article, we present a new fuzzy-based operator, called iAggregator, for multidimensional relevance aggregation. Its main originality, beyond its ability to model interactions between different relevance criteria, lies in its generalization of many classical aggregation functions. To validate our proposal, we apply our operator within a tweet search task. Experiments using a standard benchmark, namely, Text REtrieval Conference Microblog,1 emphasize the relevance of our contribution when compared with traditional aggregation schemes. In addition, it outperforms state-of-the-art aggregation operators such as the Scoring and the And prioritized operators as well as some representative learning-to-rank algorithms

    Neuro-inspired edge feature fusion using Choquet integrals

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    It is known that the human visual system performs a hierarchical information process in which early vision cues (or primitives) are fused in the visual cortex to compose complex shapes and descriptors. While different aspects of the process have been extensively studied, such as lens adaptation or feature detection, some other aspects, such as feature fusion, have been mostly left aside. In this work, we elaborate on the fusion of early vision primitives using generalizations of the Choquet integral, and novel aggregation operators that have been extensively studied in recent years. We propose to use generalizations of the Choquet integral to sensibly fuse elementary edge cues, in an attempt to model the behaviour of neurons in the early visual cortex. Our proposal leads to a fully-framed edge detection algorithm whose performance is put to the test in state-of-the-art edge detection datasets.The authors gratefully acknowledge the financial support of the Spanish Ministry of Science and Technology (project PID2019-108392GB-I00 (AEI/10.13039/501100011033), the Research Services of Universidad Pública de Navarra, CNPq (307781/2016-0, 301618/2019-4), FAPERGS (19/2551-0001660) and PNPD/CAPES (464880/2019-00)

    Generalizations of weighted means and OWA operators by using unimodal weighting vectors

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    Producción CientíficaWeighted means and OWA operators are two families of functions well known in the literature. Given that both are specific cases of the Choquet integral, several procedures for constructing capacities that generalize simultaneously those of the weighted means and the OWA operators have been suggested in recent years. In this paper we propose two methods that allow us to address the previous issue and that provide us with a wide variety of capacities when the weighting vector associated with the OWA operator is unimodal.Este trabajo forma parte del proyecto de investigación: MEC-FEDER Grant ECO2016-77900-P
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