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Article Dans Une Revue International Journal of General Systems Année : 2020

Unifying neighbourhood and distortion models: part I - new results on old models

Résumé

Neighbourhoods of precise probabilities are instrumental to perform robustness analysis, as they rely on very few parameters. Many such models, sometimes referred to as distortion models, have been proposed in the literature, such as the pari mutuel model, the linear vacuous mixtures or the constant odds ratio model. This paper is the rst part of a two paper series where we study the sets of probabilities induced by such models, regarding them as neighbourhoods dened over specic metrics or premetrics. We also compare them in terms of a number of properties: precision, number of extreme points, n-monotonicity, behaviour under conditioning, etc. This rst part tackles this study on some of the most popular distortion models in the literature, while the second part studies less known neighbourhood models and summarises our findings.
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Dates et versions

hal-02944680 , version 1 (21-09-2020)

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Ignacio Montes, Enrique Miranda, Sébastien Destercke. Unifying neighbourhood and distortion models: part I - new results on old models. International Journal of General Systems, 2020, 49 (6), pp.602-635. ⟨10.1080/03081079.2020.1778682⟩. ⟨hal-02944680⟩
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