On bounding the union probability
Publikation: Bidrag til bog/antologi/rapport › Konferencebidrag i proceedings › Forskning › fagfællebedømt
We present new results on bounding the probability of a finite union of events, equation for a fixed positive integer N, using partial information on the events joint probabilities. We first consider bounds that are established in terms of {P(Ai)} and {ΣjcjP(Ai ∩ Aj)} where c1,⋯, cN are given weights. We derive a new class of lower bounds of at most pseudo-polynomial computational complexity. This class of lower bounds generalizes the recent bounds in [1], [2] and can be tighter in some cases than the Gallot-Kounias [3]-[5] and Prékopa-Gao [6] bounds which require more information on the events probabilities. We next consider bounds that fully exploit knowledge of {P(Ai)} and {P(Ai ∩ Aj)}. We establish new numerical lower/upper bounds on the union probability by solving a linear programming problem with equation variables. These bounds coincide with the optimal lower/upper bounds when N ≤ 7 and are guaranteed to be sharper than the optimal lower/upper bounds of [1], [2] that use {P(Ai)} and {Σj P(Ai ∩ Aj)}.
Originalsprog | Engelsk |
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Titel | Proceedings - 2015 IEEE International Symposium on Information Theory, ISIT 2015 |
Antal sider | 5 |
Forlag | Institute of Electrical and Electronics Engineers Inc. |
Publikationsdato | 28 sep. 2015 |
Sider | 1761-1765 |
Artikelnummer | 7282758 |
ISBN (Elektronisk) | 9781467377041 |
DOI | |
Status | Udgivet - 28 sep. 2015 |
Eksternt udgivet | Ja |
Begivenhed | IEEE International Symposium on Information Theory, ISIT 2015 - Hong Kong, Hong Kong Varighed: 14 jun. 2015 → 19 jun. 2015 |
Konference
Konference | IEEE International Symposium on Information Theory, ISIT 2015 |
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Land | Hong Kong |
By | Hong Kong |
Periode | 14/06/2015 → 19/06/2015 |
Sponsor | Information Theory Society of the Institute of Electrical and Electronics Engineers |
Navn | IEEE International Symposium on Information Theory - Proceedings |
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Vol/bind | 2015-June |
ISSN | 2157-8095 |
Bibliografisk note
Publisher Copyright:
© 2015 IEEE.
ID: 362747061