Lower previsions induced by filter maps |
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Authors: | Gert de Cooman Enrique Miranda |
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Affiliation: | 1. Ghent University, SYSTeMS, Technologiepark, Zwijnaarde 914, 9052 Zwijnaarde, Belgium;2. University of Oviedo, Dep. of Statistics and Operations Research, C-Calvo Sotelo s/n, 33007 Oviedo, Spain |
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Abstract: | ![]() We investigate under which conditions a transformation of an imprecise probability model of a certain type (coherent lower previsions, n -monotone capacities, minitive measures) produces a model of the same type. We give a number of necessary and sufficient conditions, and study in detail a particular class of such transformations, called filter maps. These maps include as particular models multi-valued mappings as well as other models of interest within imprecise probability theory, and can be linked to filters of sets and {0,1}-valued lower probabilities. |
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Keywords: | Coherent lower previsions n-Monotone capacities Minitive measures Filters Choquet integral |
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