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 fE in terms of φ, the transform of f, is found, and an earlier finding that the lower envelope fE of PE is itself a belief function is derived from it. However, fE 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
Link To Document :
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