Publication details

Conference Paper (international conference)

On Open Problems Connected with Application of the Iterative Proportional Fitting Procedure to Belief Functions

Kratochvíl Václav, Jiroušek Radim

: Proceedings of the Eighth International Symposium on Imprecise Probability: Theories adn Applications, p. 149-158

: Eighth International Symposium on Imprecise Probability: Theories adn Applications, (Compiegne, FR, 02.07.2013-05.07.2013)

: GA13-20012S, GA ČR, GAP403/12/2175, GA ČR

: marginal problem, belief function, algorithm, multidimensional model, convergence

: http://library.utia.cas.cz/separaty/2013/MTR/kratochvil-on open problems connected with application of the iterative proportional fitting procedure to belief functions.pdf

(eng): In probability theory, Iterative Proportional Fitting Procedure can be used for construction of a joint probability measure from a system of its marginals. The present paper studies a possibility of application of an analogous procedure for belief functions, which was made possible by the fact that there exist operators of composition for belief functions. In fact, two different procedures based on two different composition operators are introduced. The procedure based on the composition derived from the Dempster's rule of combination is of very high computationally complexity and, from the theoretical point of view, practically nothing is known about its behavior. The other one, which uses the composition derived from the notion of factorization, is much more computationally efficient, and its convergence is guaranteed by a theorem proved in this paper.

: BA