Uncertainty measures: The big picture

• URL: http://arxiv.org/abs/2104.06839v1
• Date: Wed, 14 Apr 2021 13:11:20 GMT
• Title: Uncertainty measures: The big picture
• Authors: Fabio Cuzzolin
• Abstract summary: We show that a wide array of theories of uncertainty have been proposed, many of them generalisations of classical probability. Our goal is a critical appraisal of the current landscape in uncertainty theory.
• Score: 7.655239948659381
• License: http://creativecommons.org/licenses/by-sa/4.0/
• Abstract: Probability theory is far from being the most general mathematical theory of uncertainty. A number of arguments point at its inability to describe second-order ('Knightian') uncertainty. In response, a wide array of theories of uncertainty have been proposed, many of them generalisations of classical probability. As we show here, such frameworks can be organised into clusters sharing a common rationale, exhibit complex links, and are characterised by different levels of generality. Our goal is a critical appraisal of the current landscape in uncertainty theory.

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