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Elicitation pp 95–117Cite as

IDEA for Uncertainty Quantification

Part of the International Series in Operations Research & Management Science book series (ISOR,volume 261)

Abstract

It is generally agreed that an elicitation protocol for quantifying uncertainty will always benefit from the involvement of more than one domain expert. The two key mechanisms by which judgements may be pooled across experts are through striving for consensus, via behavioural aggregation, where experts share and discuss information, and via mathematical methods, where judgements are combined using a mechanistic rule. Mixed approaches combine elements of both deliberative (behavioural) and mechanical (mathematical) styles of aggregation.

This chapter outlines a mixed-aggregation protocol called IDEA. It synthesises specific elements from several of the classical structured expert judgement approaches. IDEA encourages experts to Investigate, Discuss, and Estimate, and concludes with a mathematical Aggregation of judgements.

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Notes

  1. 1.

    However, where a group consensus judgement cannot be reached, individual expert distributions can be elicited and combined using a mathematical aggregation technique. Or alternatively, where consensus is not the aim, the resulting spread of expert viewpoints following discussion can be maintained and presented to decision-makers (Morgan 2015).

  2. 2.

    The best estimate may be also interpreted as the mode of the distribution. Methods for building a distribution that complies with the mode and two specified quantiles are proposed in Salomon (2013). However the interpretation of the best estimate and its use in constructing a distribution should be clearly specified prior to the elicitation.

  3. 3.

    http://www.iarpa.gov/index.php/research-programs/ace.

  4. 4.

    http://intelgame.acera.unimelb.edu.au/.

  5. 5.

    Performance was measured using the average Brier score. This measure was imposed by the forecasting tournament rules and all participating team had to use it.

  6. 6.

    The calibration measure for events is based on similar concepts as the ones presented in Chap. 2 of this book (Quigley et al. 2018), when the calibration score is described for evaluating assessments about continuous variables.

  7. 7.

    The relative information is usually known as the Kullback–Leibler divergence, or information divergence, or information gain, or relative entropy.

  8. 8.

    Three quarters of the Brier scores and the average confidence scores are better in the second round, and two thirds of the calibration scores and the informativeness scores are better in the second round.

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Correspondence to Anca M. Hanea .

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Hanea, A.M., Burgman, M., Hemming, V. (2018). IDEA for Uncertainty Quantification. In: Dias, L., Morton, A., Quigley, J. (eds) Elicitation. International Series in Operations Research & Management Science, vol 261. Springer, Cham. https://doi.org/10.1007/978-3-319-65052-4_5

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