Exact polyhedral reduction and certified computation for credal linguistic models with interval Markov dynamics

Abstract Interval linguistic reports define lower and upper probabilities of semantic events on a continuous state space. A finite family of reported intervals generates an atomic partition that represents all probability constraints exactly and reduces feasibility to a linear program with at most $$4R+3$$ 4 R + 3 probability variables for R elicited intervals. Exact atom-wise utility extrema give an exact finite linear program for lower and upper expectations; when the extrema are computed numerically, a Lipschitz branch-and-bound method returns certified enclosures with a prescribed a posteriori expectation gap. A weighted minimum-slack program repairs inconsistent assessments. For dynamic uncertainty, row-separable interval Markov sets with stagewise-free transition choices admit an exact occupation-flow linearization, giving linear-program formulations for robust utility, dominance, and minimax regret. A Dobrushin-type bound controls perturbation propagation. Numerical experiments include 1,600 certified semantic computations, 20 controlled infeasibility tests, 120 flow-versus-sampling comparisons, 200 narrow-event grid tests, 200 perturbation tests, a scalability study up to 24 criteria and eight periods, and two decision-data applications. Every certified bracket contained its reference solution, with empirical convergence orders from 0.898 to 0.976. With 1,000 sampled transition paths, the sampled worst-case utility remained 0.241 above the exact flow optimum on average, while the flow formulation solved the corresponding problem in 5.5 ms on average.

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Publication Details

Journal
Discover Applied Mathematics
Published
2026-10-26
DOI
https://doi.org/10.1007/s44585-026-00004-2
Primary Topic
Bayesian Modeling and Causal Inference
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article
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article

Exact polyhedral reduction and certified computation for credal linguistic models with interval Markov dynamics

Dylan Zongmin Liu
Discover Applied Mathematics
Bayesian Modeling and Causal Inference
article

Exact polyhedral reduction and certified computation for credal linguistic models with interval Markov dynamics

Dylan Zongmin Liu
article en

Abstract

Abstract Interval linguistic reports define lower and upper probabilities of semantic events on a continuous state space. A finite family of reported intervals generates an atomic partition that represents all probability constraints exactly and reduces feasibility to a linear program with at most $$4R+3$$ 4 R + 3 probability variables for R elicited intervals. Exact atom-wise utility extrema give an exact finite linear program for lower and upper expectations; when the extrema are computed numerically, a Lipschitz branch-and-bound method returns certified enclosures with a prescribed a posteriori expectation gap. A weighted minimum-slack program repairs inconsistent assessments. For dynamic uncertainty, row-separable interval Markov sets with stagewise-free transition choices admit an exact occupation-flow linearization, giving linear-program formulations for robust utility, dominance, and minimax regret. A Dobrushin-type bound controls perturbation propagation. Numerical experiments include 1,600 certified semantic computations, 20 controlled infeasibility tests, 120 flow-versus-sampling comparisons, 200 narrow-event grid tests, 200 perturbation tests, a scalability study up to 24 criteria and eight periods, and two decision-data applications. Every certified bracket contained its reference solution, with empirical convergence orders from 0.898 to 0.976. With 1,000 sampled transition paths, the sampled worst-case utility remained 0.241 above the exact flow optimum on average, while the flow formulation solved the corresponding problem in 5.5 ms on average.

Discover Applied MathematicsVol. 1(1)
Columbia University (US)
Openalex Percentile: Top 13%
Bayesian Modeling and Causal Inference
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