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

ISIPTA'05 ELECTRONIC PROCEEDINGS

Cassio Campos, Fabio Cozman

Computing Lower and Upper Expectations under Epistemic Independence

Abstract

This papers investigates the computation of lower/upper expectations that must cohere with a collection of probabilistic assessments and a collection of judgements of epistemic independence. New algorithms, based on multilinear programming, are presented, both for independence among events and among gambles. Separation properties of graphical models are also investigated.

Keywords. Lower and upper expectations, credal sets, credal networks, multilinear programming

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Authors addresses:

Cassio Campos
PUC-SP
São Paulo, SP, Brazil

Fabio Cozman
Av. Prof. Mello Moraes, 2231
Cidade Univesitaria, CEP 05508-900
Sao Paulo, SP - BRAZIL

E-mail addresses:

Cassio Campos cassio@ime.usp.br
Fabio Cozman fgcozman@usp.br

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