Abstract:
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The Dempster-Shafer (DS) theory of belief functions is a generalization of Bayesian inference. It mobilizes the mathematical construct of random sets to describe uncertainty. Random sets make up a language far richer than random variables or vectors. They can truthfully encode partial, low-resolution, or even the lack of knowledge, which are otherwise inexpressible ideas in statistical models. We examine random sets in most plain probabilistic terms, and discuss implications on the aggregation of statistical evidence, in particular confirmatory vs contradictory inputs in this context.
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