Computing posterior upper expectations

Authors
Citation
Fg. Cozman, Computing posterior upper expectations, INT J APPRO, 24(2-3), 2000, pp. 191-205
Citations number
47
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING
ISSN journal
0888613X → ACNP
Volume
24
Issue
2-3
Year of publication
2000
Pages
191 - 205
Database
ISI
SICI code
0888-613X(200005)24:2-3<191:CPUE>2.0.ZU;2-R
Abstract
This article investigates the computation of posterior upper expectations i nduced by imprecise probabilities, with emphasis on the effects of irreleva nce and independence judgements. Algorithms that handle imprecise priors an d imprecise likelihoods are reviewed, and a new result on the limiting dive rgence of posterior upper probabilities is presented. Algorithms that handl e irrelevance and independence relations in multivariate models are analyze d through graphical representations, inspired by the popular Bayesian netwo rk model. (C) 2000 Elsevier Science Inc. All rights reserved.