Which Value $$\widetilde{x}$$ Best Represents a Sample $$x_1,\ldots ,x_n$$: Utility-Based Approach Under Interval Uncertainty

Autor: Vladik Kreinovich, Andrzej Pownuk
Rok vydání: 2020
Předmět:
Zdroj: Studies in Systems, Decision and Control ISBN: 9783030408138
DOI: 10.1007/978-3-030-40814-5_21
Popis: In many practical situations, we have several estimates \(x_1,\ldots ,x_n\) of the same quantity x. In such situations, it is desirable to combine this information into a single estimate \(\widetilde{x}\). Often, the estimates \(x_i\) come with interval uncertainty, i.e., instead of the exact values \(x_i\), we only know the intervals \([\underline{x}_i,\overline{x}_i]\) containing these values. In this paper, we formalize the problem of finding the combined estimate \(\widetilde{x}\) as the problem of maximizing the corresponding utility, and we provide an efficient (quadratic-time) algorithm for computing the resulting estimate.
Databáze: OpenAIRE