Independence and 2-monotonicity: nice to have, hard to keep
When using lower probabilities to model uncertainty about the value assumed by a variable, 2-monotonicity is an interesting property to satisfy, as it greatly facilitates further treatments (such as the computation of lower/upper expectation bounds). In this paper, we show that multivariate joint models induced from marginal ones by strong independence, epistemic independence or epistemic irrelevance do not usually preserve such a property, even if it is satisfied by all marginal models. We then propose a joint model outer-approximating those induced by strong and epistemic independence and study some of its properties.
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Main Author: | Destercke, Sébastien |
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Format: | conference_item biblioteca |
Language: | eng |
Published: |
Springer [Allemagne]
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Subjects: | U10 - Informatique, mathématiques et statistiques, modèle mathématique, http://aims.fao.org/aos/agrovoc/c_24199, |
Online Access: | http://agritrop.cirad.fr/560342/ http://agritrop.cirad.fr/560342/1/document_560342.pdf |
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