TY - GEN
T1 - Aggregating disparate judgments using a coherence penalty
AU - Wang, Guanchun
AU - Kulkarni, Sanjeev
AU - Poor, H. Vincent
PY - 2009
Y1 - 2009
N2 - In this paper, practical algorithms for solving the probabilistic judgment aggregation problem are given. First, the scalable Coherent Approximation Principle (CAP) algorithm proposed by Predd, et al., and its computational savings gained through Successive Orthogonal Projection are explained. Implications of de Finetti's theorem in this situation are also discussed. Then a coherence penalty is defined and the Coherence Penalty Weighted Principle (CPWP) is proposed to take advantage of the data structure alongside the coherence approximation. Justification is given for the guideline that more coherent judges should be given larger weights. Simulation results with Brier Scores on both a collected database and simulated data are given for comparison. In addition to the CPWP, a recursive online variant with weight updates is presented to accommodate real-time aggregation problems.
AB - In this paper, practical algorithms for solving the probabilistic judgment aggregation problem are given. First, the scalable Coherent Approximation Principle (CAP) algorithm proposed by Predd, et al., and its computational savings gained through Successive Orthogonal Projection are explained. Implications of de Finetti's theorem in this situation are also discussed. Then a coherence penalty is defined and the Coherence Penalty Weighted Principle (CPWP) is proposed to take advantage of the data structure alongside the coherence approximation. Justification is given for the guideline that more coherent judges should be given larger weights. Simulation results with Brier Scores on both a collected database and simulated data are given for comparison. In addition to the CPWP, a recursive online variant with weight updates is presented to accommodate real-time aggregation problems.
UR - http://www.scopus.com/inward/record.url?scp=70349656772&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=70349656772&partnerID=8YFLogxK
U2 - 10.1109/CISS.2009.5054683
DO - 10.1109/CISS.2009.5054683
M3 - Conference contribution
AN - SCOPUS:70349656772
SN - 9781424427345
T3 - Proceedings - 43rd Annual Conference on Information Sciences and Systems, CISS 2009
SP - 23
EP - 27
BT - Proceedings - 43rd Annual Conference on Information Sciences and Systems, CISS 2009
T2 - 43rd Annual Conference on Information Sciences and Systems, CISS 2009
Y2 - 18 March 2009 through 20 March 2009
ER -