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An informational distance for estimating the faithfulness of a possibility distribution, viewed as a family of probability distributions, with respect to data

Abstract : An acknowledged interpretation of possibility distributions in quantitative possibility theory is in terms of families of probabilities that are upper and lower bounded by the associated possibility and necessity measures. This paper proposes an informational distance function for possibility distributions that agrees with the above-mentioned view of possibility theory in the continuous and in the discrete cases. Especially, we show that, given a set of data following a probability distribution, the optimal possibility distribution with respect to our informational distance is the distribution obtained as the result of the probability-possibility transformation that agrees with the maximal specificity principle. It is also shown that when the optimal distribution is not available due to representation bias, maximizing this possibilistic informational distance provides more faithful results than approximating the probability distribution and then applying the probability-possibility transformation. We show that maximizing the possibilistic informational distance is equivalent to minimizing the squared distance to the unknown optimal possibility distribution. Two advantages of the proposed informational distance function is that (i) it does not require the knowledge of the shape of the probability distribution that underlies the data, and (ii) it amounts to sum up the elementary terms corresponding to the informational distance between the considered possibility distribution and each piece of data. We detail the particular case of triangular and trapezoidal possibility distributions and we show that any unimodal unknown probability distribution can be faithfully upper approximated by a triangular distribution obtained by optimizing the possibilistic informational distance.
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Mathieu Serrurier, Henri Prade. An informational distance for estimating the faithfulness of a possibility distribution, viewed as a family of probability distributions, with respect to data. International Journal of Approximate Reasoning, Elsevier, 2013, vol. 54 (n° 7), pp. 919-933. ⟨10.1016/j.ijar.2013.01.011⟩. ⟨hal-01154256⟩

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