Abstract
We present a notion, relative independence, that models independence in relation to a predicate. The intuition is to capture the notion of a minimum of dependencies among variables with respect to the predicate. We prove that relative independence coincides with conditional independence only in a trivial case. For use in second-order probability, we let the predicate express first-order probability, i.e. that the probability variables must sum to one in order to restrict dependency to the necessary relation between probabilities of exhaustive and mutually exclusive events. We then show examples of Dirichlet distributions that do and do not have the property of relative independence. These distributions are compared with respect to the impact of further dependencies, apart from those imposed by the predicate.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Walley, P.: Towards a unified theory of imprecise probability. International Journal of Approximate Reasoning 24, 125–148 (2000)
Levi, I.: The enterprise of knowledge. The MIT press (1983)
Cozman, F.G.: Credal networks. Artificial Intelligence 120, 199–233 (2000)
Parry, G.W.: The characterization of uncertainty in probabilistic risk assessments of complex systems. Reliability Engineering & System Safety 54, 119–126 (1996)
Karlsson, A.: Evaluating Credal Set Theory as a Belief Framework in High-Level Information Fusion for Automated Decision-Making. PhD thesis, Örebro University, School of Science and Technology (2010)
Ekenberg, L., Thorbiörnson, J.: Second-order decision analysis. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 9(1), 13–38 (2001)
Utkin, L.V., Augustin, T.: Decision making with imprecise second-order probabilities. In: ISIPTA 2003 - Proceedings of the Third International Symposium on Imprecise Probabilities and Their Applications, pp. 547–561 (2003)
Nau, R.F.: Uncertainty aversion with second-order utilities and probabilities. Management Science 52(1), 136–145 (2006)
Arnborg, S.: Robust Bayesianism: Relation to evidence theory. Journal of Advances in Information Fusion 1(1), 63–74 (2006)
Cozman, F.: Decision Making Based on Convex Sets of Probability Distributions: Quasi-Bayesian Networks and Outdoor Visual Position Estimation. PhD thesis, The Robotics Institute, Carnegie Mellon University (1997)
Karlsson, A., Johansson, R., Andler, S.F.: An Empirical Comparison of Bayesian and Credal Set Theory for Discrete State Estimation. In: Hüllermeier, E., Kruse, R., Hoffmann, F. (eds.) IPMU 2010. CCIS, vol. 80, pp. 80–89. Springer, Heidelberg (2010)
Nelsen, R.B.: An introduction to copulas. Lecture Notes in Statistics, vol. 139. Springer (1999)
Sundgren, D., Ekenberg, L., Danielson, M.: Shifted dirichlet distributions as second-order probability distributions that factors into marginals. In: Proceedings of the Sixth International Symposium on Imprecise Probability: Theories and Applications, pp. 405–410 (2009)
Bernard, J.M.: An introduction to the imprecise dirichlet model for multinomial data. Int. J. Approx. Reasoning 39(2-3), 123–150 (2005)
Perks, W.: Some observations on inverse probability including a new indifference rule (with discussion). J. Inst. Actuaries 73, 285–334 (1947)
Jeffreys, H.: Theory of Probability. Oxford University Press (1961)
Walley, P.: Statistical reasoning with Imprecise Probabilities. Chapman and Hall (1991)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2012 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Sundgren, D., Karlsson, A. (2012). On Dependence in Second-Order Probability. In: Hüllermeier, E., Link, S., Fober, T., Seeger, B. (eds) Scalable Uncertainty Management. SUM 2012. Lecture Notes in Computer Science(), vol 7520. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33362-0_29
Download citation
DOI: https://doi.org/10.1007/978-3-642-33362-0_29
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-33361-3
Online ISBN: 978-3-642-33362-0
eBook Packages: Computer ScienceComputer Science (R0)