The Society for Imprecise Probabilities:
Theories and Applications

Documentation

This documentation page provides (pointers to) introductory reading material on imprecise probabilities (IP). It covers four books on imprecise probabilities, and provides an extensive list of tutorials and lectures on various subtopics. This documentation page has been completely redesigned in 2021. Some of the material that was available in previous versions is still available in the SIPTA archive.

Books on imprecise probabilities

From a historical point of view, there are three important reference works:

Each of these books is still relevant today. The first is out of print though, and the other two are only available in German and Russian, respectively. For Kuznetsov’s book, SIPTA makes available a free copy; we are also involved in a collaborative translation of that book.

In 2014, to address the need for an easily accessible overview of the field, members of the SIPTA society wrote and edited Introduction to Imprecise Probabilities. It provides a comprehensive introduction to imprecise probabilities, covering theory as well as applications. If you’d like to know how this book came to be, you can read all about it in the following blog post.

There are also various books available that focus on specific topics within imprecise probabilities, or on specific types of models such as lower previsions, belief functions, etcetera. Searching for your topic of interest on google should get you a long way.

ISIPTA tutorials

Several ISIPTA conferences featured tutorials that provide a gentle introduction to a wide range of important topics in imprecise probability. A complete list, with links to the material, is given below.

ISIPTA 2009

SIPTA School lectures

Every two years, at the SIPTA School, experts on imprecise probabilities give introductory lectures about important topics in the field, both theoretical and applied. For each such topic, we here provide a selection of direct links to the material. We omit older lectures because they often have significant overlap with more recent ones; that material is still available on the websites of past schools though.

Introduction to imprecise probabilities

Introduction to imprecise probabilities

Presented by I. Montes at the SIPTA School in 2020

Introduction to imprecise probabilities

Presented by I. Couso & E. Miranda at the SIPTA School in 2018

Introduction

Presented by M. Troffaes at the SIPTA School in 2016

The schools of 2014, 2012, 2010, 2008, 2006 and 2004 also covered this topic.

Structural judgements

Independence in imprecise probability

Presented by F. Cozman at the SIPTA School in 2012

Irrelevance, independence and coherence

Presented by G. de Cooman at the SIPTA School in 2012

Structural judgements

Presented by G. de Cooman at the SIPTA School in 2010

The school of 2008 also covered this topic.

Particular models

Belief functions

Presented by S. Destercke at the SIPTA School in 2018

Non additive measures

Presented by I. Couso & D. Dubois at the SIPTA School in 2014

Sets of desirable gambles

Presented by E. Quaeghebeur at the SIPTA School in 2010

The schools of 2012 and 2008 also covered this topic.

Decision making

Decision making with IP

Presented by M. Troffaes at the SIPTA School in 2018

Preferences and choice functions

Presented by T. Seidenfeld at the SIPTA School in 2012

The schools of 2016, 2014, 2010 and 2004 also covered this topic.

Graphical models and credal networks

Credal networks

Presented by F. Cozman & D. Mauá at the SIPTA School in 2020

Graphical models

Presented by A. Antonucci, C. de Campos & F. Mangili at the SIPTA School in 2014

Credal trees under epistemic irrelevance

Presented by G. de Cooman at the SIPTA School in 2012

The schools of 2016, 2014, 2010 and 2004 also covered this topic.

Machine learning and classification

Machine learning with IP

Presented by C. de Campos at the SIPTA School in 2018

Classification

Presented by A. Antonucci at the SIPTA School in 2012

Classification

Presented by C. de Campos, A. Antonucci & G. Corani at the SIPTA School in 2010

The schools of 2008 and 2004 also covered this topic.

Statistics and predictive inference

Game-theoretic foundations for statistical testing and imprecise probabilities

Presented by G. Shafer at the SIPTA School in 2020

Inferential models

Presented by R. Martin at the SIPTA School in 2020

Robust Bayesian statistics and reliability networks

Presented by G. Walter at the SIPTA School in 2016

Predictive inference

Presented by E. Quaeghebeur & G. de Cooman at the SIPTA School in 2014

Bayes linear statistics

Presented by J. Cumming & I. Vernon at the SIPTA School in 2010

Nonparametric predictive inference

Presented by F. Coolen & T. Coolen-Maturi at the SIPTA School in 2010

The schools of 2008 and 2004 also covered this topic.

Imprecise Markov chains

Queueing systems

Presented by G. de Cooman & F. Hermans at the SIPTA School in 2012

State sequence estimation in imprecise hidden Markov models

Presented by J. De Bock at the SIPTA School in 2012

Imprecise Markov chains

Presented by D. Škulj at the SIPTA School in 2010

Aplications

Environmental applications

Presented by U. Sahlin at the SIPTA School in 2016

Engineering applications

Presented by E. Patelli at the SIPTA School in 2016

Climate change applications

Presented by H. Held at the SIPTA School in 2014

Earthquake rate prediction

Presented by A. Van Camp & G. de Cooman at the SIPTA School in 2012

Correcting mistakes of OCR software

Presented by J. De Bock at the SIPTA School in 2012

Environmental and military applications

Presented by A. Antonucci & M. Zaffalon at the SIPTA School in 2008

Other topics

Expert Aggregation

Presented by S. Bradley at the SIPTA School in 2020

Engineering

Presented by S. Ferson at the SIPTA School in 2018

Coherent conditional lower previsions

Presented by E. Miranda at the SIPTA School in 2012

Risk analysis

Presented by D. Dubois at the SIPTA School in 2012

Game theoretic probability

Presented by G. Shafer at the SIPTA School in 2008