A generalization of p-boxes to affine arithmetic

@article{Bouissou2011AGO,
  title={A generalization of p-boxes to affine arithmetic},
  author={Olivier Bouissou and Eric Goubault and Jean Goubault-Larrecq and Sylvie Putot},
  journal={Computing},
  year={2011},
  volume={94},
  pages={189-201}
}
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… CONTINUE READING
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