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A generalization of p-boxes to affine arithmetic

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Abstract

We often need to deal with information that contains both interval and probabilistic uncertainties. P-boxes and Dempster–Shafer structures are models that unify both kind of information, but they suffer from the main defect of intervals, the wrapping effect. We present here a new arithmetic that mixes, in a guaranteed manner, interval uncertainty with probabilities, while using some information about variable dependencies, hence limiting the loss from not accounting for correlations. This increases the precision of the result and decreases the computation time compared to standard p-box arithmetic.

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Authors and Affiliations

  1. CEA Saclay Nano-INNOV, Point Courrier 174, 91191, Gif-sur-Yvette Cedex, France

    Olivier Bouissou, Eric Goubault & Sylvie Putot

  2. LSV, ENS Cachan, 61 avenue du président Wilson, 94230, Cachan, France

    Jean Goubault-Larrecq

Authors
  1. Olivier Bouissou
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  2. Eric Goubault
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  3. Jean Goubault-Larrecq
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  4. Sylvie Putot
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Corresponding author

Correspondence to Olivier Bouissou.

Additional information

The authors have presented the results of this paper during the SCAN 2010 conference in Lyon, September 2010. This work is partially funded by the ANR project ANR09BLAN034502.

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Bouissou, O., Goubault, E., Goubault-Larrecq, J. et al. A generalization of p-boxes to affine arithmetic. Computing 94, 189–201 (2012). https://doi.org/10.1007/s00607-011-0182-8

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  • DOI: https://doi.org/10.1007/s00607-011-0182-8

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