Risk-informed decision-making in the presence of epistemic uncertainty

An important issue in risk analysis is the distinction between epistemic and aleatory uncertainties. In this paper, the use of distinct representation formats for aleatory and epistemic uncertainties is advocated, the latter being modelled by sets of possible values. Modern uncertainty theories based on convex sets of probabilities are known to be instrumental for hybrid representations where aleatory and epistemic components of uncertainty remain distinct. Simple uncertainty representation techniques based on fuzzy intervals and p-boxes are used in practice. This paper outlines a risk analysis methodology from elicitation of knowledge about parameters to decision. It proposes an elicitation methodology where the chosen representation format depends on the nature and the amount of available information. Uncertainty propagation methods then blend Monte Carlo simulation and interval analysis techniques. Nevertheless, results provided by these techniques, often in terms of probability intervals, may be too complex to interpret for a decision-maker and we, therefore, propose to compute a unique indicator of the likelihood of risk, called confidence index. It explicitly accounts for the decisionmaker’s attitude in the face of ambiguity. This step takes place at the end of the risk analysis process, when no further collection of evidence is possible that might reduce the ambiguity due to epistemic uncertainty. This last feature stands in contrast with the Bayesian methodology, where epistemic uncertainties on input parameters are modelled by single subjective probabilities at the beginning of the risk analysis process.

Distinguished algebraic semantics for t-norm based fuzzy logics:Methods and algebraic equivalencies

This paper is a contribution to Mathematical fuzzy logic, in particular to the algebraic study of t-norm based fuzzy logics. In the general framework of propositional core and ?-core fuzzy logics we consider three properties of completeness with respect to any semantics of linearly ordered algebras. Useful algebraic characterizations of these completeness properties are obtained and their relations are studied. Moreover, we concentrate on five kinds of distinguished semantics for these logics-namely the class of algebras defined over the real unit interval, the rational unit interval, the hyperreals (all ultrapowers of the real unit interval), the strict hyperreals (only ultrapowers giving a proper extension of the real unit interval) and finite chains, respectively-and we survey the known completeness methods and results for prominent logics. We also obtain new interesting relations between the real, rational and (strict) hyperreal semantics, and good characterizations for the completeness with respect to the semantics of finite chains. Finally, all completeness properties and distinguished semantics are also considered for the first-order versions of the logics where a number of new results are proved. © 2009 Elsevier B.V. All rights reserved.

Hidden Markov Models With Set-Valued Parameters

Hidden Markov models (HMMs) are widely used probabilistic models of sequential data. As with other probabilistic models, they require the specification of local conditional probability distributions, whose assessment can be too difficult and error-prone, especially when data are scarce or costly to acquire. The imprecise HMM (iHMM) generalizes HMMs by allowing the quantification to be done by sets of, instead of single, probability distributions. iHMMs have the ability to suspend judgment when there is not enough statistical evidence, and can serve as a sensitivity analysis tool for standard non-stationary HMMs. In this paper, we consider iHMMs under the strong independence interpretation, for which we develop efficient inference algorithms to address standard HMM usage such as the computation of likelihoods and most probable explanations, as well as performing filtering and predictive inference. Experiments with real data show that iHMMs produce more reliable inferences without compromising the computational efficiency.

Fuzzy Coding of Genetic Algorithms

A well-cited paper suggesting fuzzy coding as an alternative to the conventional binary, grey and floating-point representations used in genetic algorithms.