DocumentCode
823904
Title
Bayesian updating and belief functions
Author
Jaffray, Jean-Yves
Author_Institution
Lab. d´´Inf. de la Decision, Univ. Pierre et Marie Curie, Paris, France
Volume
22
Issue
5
fYear
1992
Firstpage
1144
Lastpage
1152
Abstract
In a wide class of situations of uncertainty, the available information concerning the event space can be described as follows. There exists a true probability that is only known to belong to a certain set P of probabilities: moreover, the lower envelope f of P is a belief function, i.e., a nonadditive measure of a particular type, and characterizes P, i.e., P is the set of all probabilities that dominate f . The effect of conditioning on such situations is examined. The natural conditioning rule in this case is the Bayesian rule. An explicit expression for the Mobius transform φE of f E in terms of φ, the transform of f , is found, and an earlier finding that the lower envelope f E of PE is itself a belief function is derived from it. However, f E no longer characterizes PE unless f satisfies further stringent conditions that are both necessary and sufficient. The difficulties resulting from this fact are discussed, and suggestions to cope with them are made
Keywords
Bayes methods; probability; truth maintenance; uncertainty handling; Bayesian rule; Bayesian updating; Mobius transform; artificial intelligence; belief functions; probability; uncertainty; Bayesian methods; Character generation; Large-scale systems; Particle measurements; Sampling methods; Sufficient conditions;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/21.179852
Filename
179852
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