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Normal cones corresponding to credal sets of lower probabilities
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Škulj, Damjan
(
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)
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https://www.sciencedirect.com/science/article/pii/S0888613X22001189
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Abstract
Credal sets are one of the most important models for describing probabilistic uncertainty. They usually arise as convex sets of probabilistic models compatible with judgments provided in terms of coherent lower previsions or more specific models such as coherent lower probabilities or probability intervals. In finite spaces, credal sets usually take the form of convex polytopes. Many properties of convex polytopes can be derived from their normal cones, which form polyhedral complexes called normal fans. We analyze the properties of normal cones corresponding to credal sets of coherent lower probabilities. For two important classes of coherent lower probabilities, 2-monotone lower probabilities and probability intervals, we provide a detailed description of the normal fan structure. These structures are related to the structure of the extreme points of the credal sets. To arrive at our main results, we provide some general results on triangulated normal fans of convex polyhedra and their adjacency structure.
Language:
English
Keywords:
normal cone
,
credal set
,
convex polyhedron
,
extreme point
,
imprecise probability
,
coherent lower probability
Work type:
Article
Typology:
1.01 - Original Scientific Article
Organization:
FDV - Faculty of Social Sciences
Publication status:
Published
Publication version:
Version of Record
Year:
2022
Number of pages:
Str. 35-54
Numbering:
Vol. 150
PID:
20.500.12556/RUL-138898
UDC:
519.2
ISSN on article:
0888-613X
DOI:
10.1016/j.ijar.2022.08.006
COBISS.SI-ID:
119057667
Publication date in RUL:
24.08.2022
Views:
580
Downloads:
96
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Record is a part of a journal
Title:
International journal of approximate reasoning
Shortened title:
Int. j. approx. reason.
Publisher:
Elsevier
ISSN:
0888-613X
COBISS.SI-ID:
14231301
Licences
License:
CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:
http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:
The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Secondary language
Language:
Slovenian
Keywords:
verjetnosti
,
matematični modeli
Projects
Funder:
ARRS - Slovenian Research Agency
Project number:
P5-0168
Name:
Družboslovna metodologija, statistika in informatika
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