A continuous updating rule for imprecise probabilities

Cattaneo, Marco E. G. V.

Abstract

The paper studies the continuity of rules for updating imprecise probability models when new data are observed. Discontinuities can lead to robustness issues: this is the case for the usual updating rules of the theory of imprecise probabilities. An alternative, continuous updating rule is introduced.

Citation

Cattaneo, M. E. G. V. (2014, July). A continuous updating rule for imprecise probabilities. Presented at 15th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2014), Montpellier, France

• Presentation Conference Type: Conference Paper (published)
• Conference Name: 15th International Conference on Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2014)
• Start Date: Jul 15, 2014
• End Date: Jul 19, 2014
• Publication Date: 2014
• Deposit Date: Jun 29, 2018
• Journal: Communications in Computer and Information Science
• Print ISSN: 1865-0929
• Publisher: Springer Verlag
• Peer Reviewed: Peer Reviewed
• Issue: PART 3
• Pages: 426-435
• Series Title: Communications in Computer and Information Science (CCIS)
• Series Number: 444
• Series ISSN: 1865-0929
• Book Title: Information Processing and Management of Uncertainty in Knowledge-Based Systems (IPMU 2014)
• ISBN: 9783319088518
• DOI: https://doi.org/10.1007/978-3-319-08852-5_44
• Keywords: Coherent lower and upper previsions; Natural extension; Regular extension; α-cut robustness; Hausdorff distance
• Public URL: https://hull-repository.worktribe.com/output/901299