Quantile-constrained Choquet-Wasserstein p-box approximation of arbitrary belief functions

A. Cinfrignini,Silvia Lorenzini,Davide Petturiti,B. Vantaggi

Published 2025 in IEEE International Conference on Fuzzy Systems

ABSTRACT

This paper considers the problem of approximating an arbitrary belief function in Dempster-Shafer theory, seen as the imprecise distribution of a random variable with finite range, with a suitable p-box. The quoted p-box is asked to minimize a Choquet-Wasserstein pseudo-distance while satisfying inequality constraints on the corresponding lower/upper quantile function. We show that the computation of the approximating p-box can be carried out efficiently through a generalization of the Dykstra’s algorithm by relying on a proper entropic formulation.

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