Integral Imprecise Probability Metrics

Siu Lun (Alan) Chau (Nanyang Technological University) · Michele Caprio (University of Manchester) · Krikamol Muandet (C II S P A)
ambiguityaxiomatic propertiescapacitieschoquet integraldecision-makingempirical performanceepistemic uncertaintyimprecise probabilistic machine learningimprecise probabilityintegral imprecise probability metricmaximum mean imprecisionprobability distributionsselective classificationuncertainty quantificationweak convergence

Quantifying differences between probability distributions is fundamental to statistics and machine learning, primarily for comparing statistical uncertainty. In contrast, epistemic uncertainty