Least committed basic belief density induced by a multivariate Gaussian: Formulation with applications

@article{Caron2008LeastCB,
  title={Least committed basic belief density induced by a multivariate Gaussian: Formulation with applications},
  author={François Caron and Branko Ristic and Emmanuel Duflos and Philippe Vanheeghe},
  journal={Int. J. Approx. Reasoning},
  year={2008},
  volume={48},
  pages={419-436}
}
We consider here the case where our knowledge is partial and based on a betting density function which is n-dimensional Gaussian. The explicit formulation of the least committed basic belief density (bbd) of the multivariate Gaussian pdf is provided in the transferable belief model (TBM) framework. Beliefs are then assigned to hyperspheres and the bbd follows a χ2 distribution. Two applications are also presented. The first one deals with model based classification in the joint… CONTINUE READING
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