Title
Formulas for approximating pseudo-Boolean random variables
Abstract
We consider {0,1}^n as a sample space with a probability measure on it, thus making pseudo-Boolean functions into random variables. We then derive explicit formulas for approximating a pseudo-Boolean random variable by a linear function if the measure is permutation-invariant, and by a function of degree at most k if the measure is a product measure. These formulas generalize results due to Hammer-Holzman and Grabisch-Marichal-Roubens. We also derive a formula for the best faithful linear approximation that extends a result due to Charnes-Golany-Keane-Rousseau concerning generalized Shapley values. We show that a theorem of Hammer-Holzman that states that a pseudo-Boolean function and its best approximation of degree at most k have the same derivatives up to order k does not generalize to this setting for arbitrary probability measures, but does generalize if the probability measure is a product measure.
Year
DOI
Venue
2008
10.1016/j.dam.2007.08.034
Discrete Applied Mathematics
Keywords
Field
DocType
linear function,faithful linear approximation,generalized shapley value,arbitrary probability measure,pseudo-boolean function,pseudo-boolean random variable,derive explicit formula,probability measure,pseudo inner product,linear approximation,random variable,pseudo-inner product,best approximation,product measure,inner product,shapley value
Probability mass function,Discrete mathematics,σ-finite measure,Random element,Combinatorics,Random variable,Point process,Probability measure,Empirical measure,Mathematics,Random measure
Journal
Volume
Issue
ISSN
156
10
Discrete Applied Mathematics
Citations 
PageRank 
References 
3
0.53
4
Authors
4
Name
Order
Citations
PageRank
Guoli Ding144451.58
R. F. Lax2454.05
Jianhua Chen3659.15
Peter P. Chen410271122.69