Compatibility, desirability, and the running intersection property

Abstract

Abstract Compatibility is the problem of checking whether some given probabilistic assessments have a common joint probabilistic model. When the assessments are unconditional, the problem is well established in the literature and finds a solution through the running intersection property ( RIP ). This is not the case of conditional assessments. In this paper, we study the compatibility problem in a very general setting: any possibility space, unrestricted domains, imprecise (and possibly degenerate) probabilities. We extend the unconditional case to our setting, thus generalising most of previous results in the literature. The conditional case turns out to be fundamentally different from the unconditional one. For such a case, we prove that the problem can still be solved in general by RIP but in a more involved way: by constructing a junction tree and propagating information over it. Still, RIP does not allow us to optimally take advantage of sparsity: in fact, conditional compatibility can be simplified further by joining junction trees with coherence graphs.