3 research outputs found

    Compositional Models in Valuation-Based Systems

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    This is the author final draft. Copyright 2014 ElsevierCompositional models were initially described for discrete probability theory, and later extended for possibility theory and for belief functions in Dempster–Shafer (D–S) theory of evidence. Valuation-based system (VBS) is an unifying theoretical framework generalizing some of the well known and frequently used uncertainty calculi. This generalization enables us to not only highlight the most important theoretical properties necessary for efficient inference (analogous to Bayesian inference in the framework of Bayesian network), but also to design efficient computational procedures. Some of the specific calculi covered by VBS are probability theory, a version of possibility theory where combination is the product t-norm, Spohn’s epistemic belief theory, and D–S belief function theory. In this paper, we describe compositional models in the general framework of VBS using the semantics of no-double counting, which is central to the VBS framework. Also, we show that conditioning can be expressed using the composition operator. We define a special case of compositional models called decomposable models, again in the VBS framework, and demonstrate that for the class of decomposable compositional models, conditioning can be done using local computation. As all results are obtained for the VBS framework, they hold in all calculi that fit in the VBS framework. For the D–S theory of belief functions, the compositional model defined here differs from the one studied by Jiroušek, Vejnarová, and Daniel. The latter model can also be described in the VBS framework, but with a combination operator that is different from Dempster’s rule of combination. For the version of possibility theory in which combination is the product t-norm, the compositional model defined here reduces to the one studied by Vejnarová

    A Note on Local Computations in Dempster-Shafer Theory of Evidence

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    Abstract When applying any technique of multidimensional models to problems of practice, one always has to cope with two problems: it is necessary to have a possibility to represent the models with a "reasonable" number of parameters and to have sufficiently efficient computational procedures at one's disposal. When considering graphical Markov models in probability theory, both of these conditions are fulfilled; various computational procedures for decomposable models are based on the ideas of local computations, whose theoretical foundations were laid by Lauritzen and Spiegelhalter. The presented contribution studies a possibility of transferring these ideas from probability theory into Dempster-Shafer theory of evidence. The paper recalls decomposable models, discusses connection of the model structure with the corresponding system of conditional independence relations, and shows that under special additional conditions, one can locally compute specific basic assignments which can be considered to be conditional
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