FOURTH INTERNATIONAL SYMPOSIUM ON
IMPRECISE PROBABILITIES AND THEIR APPLICATIONS
Carnegie Mellon University
Pittsburgh, PA, USA
July 20-23 2005

ISIPTA'05 ELECTRONIC PROCEEDINGS

Jirina Vejnarova, Radim Jirousek, Vladislav Bína

On an Interval-Valued Solution of the Marginal Problem

Abstract

A version of a marginal problem considered in this paper was connected, in the 80ies of the last century, with the necessity to cope with a task of knowledge integration in probabilistic expert systems. In practical situations marginal distributions representing pieces of local knowledge were often inconsistent. The present paper introduces an interval-valued solution of a marginal problem, which always exists, even in cases when, because of inconsistencies, one cannot get a solution in a classical sense. The paper shows how famous Iterative Proportional Fitting Procedure, which is often used to get a classical solution of a consistent problem, can be exploited also when constructing an interval-valued solution, and how any solution can be optimized.

Keywords. Multidimensional distributions, marginal problem, consistency, IPFP, imprecise probabilities, coherence

Paper Download

The paper is availabe in the following formats:

Authors addresses:

Jirina Vejnarova
Institute if Infrormation Theory and Automation
Academy of Sciences of the Czech Republic
Pod vodarenskou vezi 4
182 08 Prague
Czech Republik

Radim Jirousek
Inst. of Information Theory and Automation
Czech Academy of Sciences
Pod vodarenskou vezi 4
182 08 Praha 8
Czech Republic

Vladislav Bína
Faculty of Management
(University of Economics, Prague)
Jarošovská 1117/II
Jindřichův Hradec
377 01

E-mail addresses:

Jirina Vejnarova vejnar@vse.cz
Radim Jirousek radim@utia.cas.cz
Vladislav Bína bina@fm.vse.cz


[ back to the Proceedings of ISIPTA'05 home page 
Send any remarks to the following address: smc@decsai.ugr.es