A hierarchical flexible coarsening method to combine BBAs in probabilities

Abstract

In many applications involving epistemic uncertainties usually modeled by belief functions, it is often necessary to approximate general (non-Bayesian) basic belief assignments (BBAs) to subjective probabilities (called Bayesian BBAs). This necessity occurs if one needs to embed the fusion result in a system based on the probabilistic framework and Bayesian inference (e.g. tracking systems), or if one wants to use classical decision theory to make a decision. There exists already several methods (probabilistic transforms) to approximate any general BBA to a Bayesian BBA. From a fusion standpoint, two approaches are usually adopted: 1) one can approximate at first each BBA in subjective probabilities and use Bayes fusion rule to get the final Bayesian BBA, or 2) one can fuse all the BBAs with a fusion rule, typically Dempster-Shafer's, or PCR6 rules (which is very costly in computations), and convert the combined BBA in a subjective probability measure. The former method is the simplest method but it generates a high loss of information included in original BBAs, whereas the latter is intractable for high dimension problems. This paper presents a new method to achieve this task based on hierarchical decomposition (coarsening) of the frame of discernment, which can be seen as an intermediary approach between the two aforementioned methods. After the presentation of this new method, we show through simulations how its performs with respect to other methods.