Imprecise probability is a generic term for the many mathematical or statistical models which measure chance or uncertainty without sharp numerical probabilities. These models include belief functions, Choquet capacities, comparative probability orderings, convex sets of probability measures, fuzzy measures, interval-valued probabilities, possibility measures, plausibility measures, and upper and lower expectations or previsions. Imprecise probability models are needed in inference problems where the relevant information is scarce, vague or conflicting and in decision problems where preferences may also be incomplete.
The school is intended as a wide and deep introduction to imprecise probability topics, both theoretical and applied. In particular, the school will focus on coherent lower previsions and their behavioural interpretation, knowledge discovery under weak assumptions, non-additive measures and applications to decision theory, the imprecise dirichlet model and predictive inference with imprecise probabilities. It will be an aim of the school to connect the mentioned topics into an overall picture within the framework of imprecise probabilities.
The school will be held in the Headquarters of the Rey Juan Carlos University Foundation (URJC), located in Madrid downtown, on July 24-28, 2006. Each of the 5 days will be made of 4 hours of theory and 4 hours of exercises.
This event is organized by the International Society for Imprecise Probability: Theories and Applications (SIPTA) and by the Group of Statistics and Decision Sciences (GECD) from Rey Juan Carlos University. It is a Satellite Activity from the International Congress of Mathematicians (ICM'2006).