Comparing stochastic design decision belief models : pointwise versus interval probabilities.

Decision support systems can either directly support a product designer or support an agent operating within a multi-agent system (MAS). Stochastic based decision support systems require an underlying belief model that encodes domain knowledge. The underlying supporting belief model has traditionally been a probability distribution function (PDF) which uses pointwise probabilities for all possible outcomes. This can present a challenge during the knowledge elicitation process. To overcome this, it is proposed to test the performance of a credal set belief model. Credal sets (sometimes also referred to as p-boxes) use interval probabilities rather than pointwise probabilities and therefore are more easier to elicit from domain experts. The PDF and credal set belief models are compared using a design domain MAS which is able to learn, and thereby refine, the belief model based on its experience. The outcome of the experiment illustrates that there is no significant difference between the PDF based and credal set based belief models in the performance of the MAS

Recent advances in imprecise-probabilistic graphical models

We summarise and provide pointers to recent advances in inference and identification for specific types of probabilistic graphical models using imprecise probabilities. Robust inferences can be made in so-called credal networks when the local models attached to their nodes are imprecisely specified as conditional lower previsions, by using exact algorithms whose complexity is comparable to that for the precise-probabilistic counterparts

Updating beliefs with incomplete observations

Currently, there is renewed interest in the problem, raised by Shafer in 1985, of updating probabilities when observations are incomplete. This is a fundamental problem in general, and of particular interest for Bayesian networks. Recently, Grunwald and Halpern have shown that commonly used updating strategies fail in this case, except under very special assumptions. In this paper we propose a new method for updating probabilities with incomplete observations. Our approach is deliberately conservative: we make no assumptions about the so-called incompleteness mechanism that associates complete with incomplete observations. We model our ignorance about this mechanism by a vacuous lower prevision, a tool from the theory of imprecise probabilities, and we use only coherence arguments to turn prior into posterior probabilities. In general, this new approach to updating produces lower and upper posterior probabilities and expectations, as well as partially determinate decisions. This is a logical consequence of the existing ignorance about the incompleteness mechanism. We apply the new approach to the problem of classification of new evidence in probabilistic expert systems, where it leads to a new, so-called conservative updating rule. In the special case of Bayesian networks constructed using expert knowledge, we provide an exact algorithm for classification based on our updating rule, which has linear-time complexity for a class of networks wider than polytrees. This result is then extended to the more general framework of credal networks, where computations are often much harder than with Bayesian nets. Using an example, we show that our rule appears to provide a solid basis for reliable updating with incomplete observations, when no strong assumptions about the incompleteness mechanism are justified.Comment: Replaced with extended versio

Epistemic irrelevance in credal nets: the case of imprecise Markov trees

We focus on credal nets, which are graphical models that generalise Bayesian nets to imprecise probability. We replace the notion of strong independence commonly used in credal nets with the weaker notion of epistemic irrelevance, which is arguably more suited for a behavioural theory of probability. Focusing on directed trees, we show how to combine the given local uncertainty models in the nodes of the graph into a global model, and we use this to construct and justify an exact message-passing algorithm that computes updated beliefs for a variable in the tree. The algorithm, which is linear in the number of nodes, is formulated entirely in terms of coherent lower previsions, and is shown to satisfy a number of rationality requirements. We supply examples of the algorithm's operation, and report an application to on-line character recognition that illustrates the advantages of our approach for prediction. We comment on the perspectives, opened by the availability, for the first time, of a truly efficient algorithm based on epistemic irrelevance.Comment: 29 pages, 5 figures, 1 tabl

ISIPTA'07: Proceedings of the Fifth International Symposium on Imprecise Probability: Theories and Applications

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Evidential relational clustering using medoids

In real clustering applications, proximity data, in which only pairwise similarities or dissimilarities are known, is more general than object data, in which each pattern is described explicitly by a list of attributes. Medoid-based clustering algorithms, which assume the prototypes of classes are objects, are of great value for partitioning relational data sets. In this paper a new prototype-based clustering method, named Evidential C-Medoids (ECMdd), which is an extension of Fuzzy C-Medoids (FCMdd) on the theoretical framework of belief functions is proposed. In ECMdd, medoids are utilized as the prototypes to represent the detected classes, including specific classes and imprecise classes. Specific classes are for the data which are distinctly far from the prototypes of other classes, while imprecise classes accept the objects that may be close to the prototypes of more than one class. This soft decision mechanism could make the clustering results more cautious and reduce the misclassification rates. Experiments in synthetic and real data sets are used to illustrate the performance of ECMdd. The results show that ECMdd could capture well the uncertainty in the internal data structure. Moreover, it is more robust to the initializations compared with FCMdd.Comment: in The 18th International Conference on Information Fusion, July 2015, Washington, DC, USA , Jul 2015, Washington, United State