Detecting correlation between extreme probability events |
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| Authors: | G Coletti L C van der Gaag B Vantaggi |
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| Affiliation: | 1. Department of Mathematics and Computer Science, University of Perugia, Perugia, Italy;2. Dalle Molle Institute for Artificial Intelligence, SUPSI, Manno, Switzerland;3. Department MEMOTEF, “La Sapienza” University of Rome, Roma, Italy |
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| Abstract: | ABSTRACTAs classical definitions of correlation give rise to counterintuitive statements when extreme probability events are involved, we introduce enhanced notions of positive and negative correlation in the general framework of coherent conditional probability. These notions allow to handle extreme probability events in a principled way by accommodating the different levels of strength of the zero probabilities involved (namely, zero layers). Since the detection of correlations by means of zero layers is computationally challenging, we provide a full characterization relying on only conditional probability values. |
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| Keywords: | Conditional probability extreme probability event coherence correlation |
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